+110.9%
ROST vs BROS
+33.7%
+77.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | -2.5% | -6.1% | +3.6% | -1.7% |
| 30D | -10.3% | -12.4% | +2.1% | -8.8% |
| 3M | -2.6% | -27.9% | +25.3% | +1.0% |
| 6M | +6.5% | -16.8% | +23.3% | +7.9% |
| YTD | +25.9% | -29.0% | +55.0% | +29.9% |
| 1Y | +52.3% | -33.2% | +85.5% | +57.9% |
| 3Y | +94.6% | +56.8% | +37.8% | +71.3% |
| All | +110.9% | +33.7% | +77.3% | +89.6% |
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