+103.1%
ROST vs BROS
+27.4%
+75.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.8% | -20.4% | +18.6% | +0.5% |
| 30D | +6.8% | -6.1% | +12.9% | +7.4% |
| 3M | -4.0% | -29.4% | +25.4% | -0.7% |
| 6M | +12.9% | -31.5% | +44.4% | +16.3% |
| YTD | +34.7% | -42.8% | +77.6% | +40.9% |
| 1Y | +49.5% | -37.5% | +87.0% | +54.5% |
| All | +103.1% | +27.4% | +75.7% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling