+114.6%
ROST vs BRO
+17.6%
+97.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -7.3% | +7.5% | +2.4% |
| 30D | -6.9% | -6.9% | 0.0% | -5.0% |
| 3M | -3.3% | +10.7% | -14.0% | -6.5% |
| 6M | +9.0% | -2.7% | +11.7% | +9.4% |
| YTD | +28.9% | -16.3% | +45.2% | +35.5% |
| 1Y | +54.0% | -29.1% | +83.1% | +71.3% |
| 3Y | +100.7% | -7.8% | +108.6% | +93.3% |
| All | +114.6% | +17.6% | +97.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling