+116.7%
ROST vs BROS
+10.5%
+106.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -3.2% |
| 7D | +0.3% | +6.3% | -6.1% | -0.6% |
| 30D | +0.5% | -8.3% | +8.8% | +1.3% |
| 3M | -5.2% | -29.8% | +24.5% | -1.2% |
| 6M | +9.8% | -25.8% | +35.7% | +12.7% |
| YTD | +29.4% | -41.4% | +70.7% | +36.3% |
| 1Y | +44.4% | -35.2% | +79.5% | +49.9% |
| 3Y | +95.0% | +32.8% | +62.2% | +74.9% |
| 5Y | +111.9% | -42.2% | +154.0% | +97.2% |
| All | +116.7% | +10.5% | +106.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling