+69,340.9%
ROST vs BRO
+25,589.7%
+43,751.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | -8.6% | +6.1% | -0.7% |
| 30D | -10.3% | -6.9% | -3.3% | -9.0% |
| 3M | -2.6% | +10.5% | -13.1% | -4.8% |
| 6M | +6.5% | -2.8% | +9.3% | +6.5% |
| YTD | +25.9% | -16.1% | +42.1% | +29.5% |
| 1Y | +52.3% | -27.6% | +79.9% | +61.2% |
| 3Y | +94.6% | -7.3% | +101.8% | +94.0% |
| 5Y | +111.1% | +19.0% | +92.1% | +99.1% |
| 10Y | +308.9% | +292.7% | +16.2% | +215.6% |
| All | +69,340.9% | +25,589.7% | +43,751.2% | +53,327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling