+44.4%
ROST vs BROS
-37.3%
+81.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | -5.2% | -29.8% | +24.5% | -1.4% |
| 6M | +9.8% | -25.8% | +35.7% | +10.8% |
| YTD | +29.4% | -41.4% | +70.7% | +36.1% |
| 1Y | +44.4% | -35.2% | +79.5% | +45.0% |
| All | +44.4% | -37.3% | +81.6% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling