+120.7%
ROST vs BROS
-49.0%
+169.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.8% | -20.4% | +18.6% | +1.3% |
| 30D | +6.8% | -6.1% | +12.9% | +7.5% |
| 3M | -4.0% | -29.4% | +25.4% | +0.7% |
| 6M | +12.9% | -31.5% | +44.4% | +17.8% |
| YTD | +34.7% | -42.8% | +77.6% | +43.7% |
| 1Y | +49.5% | -37.5% | +87.0% | +56.9% |
| 3Y | +101.5% | +27.2% | +74.3% | +76.0% |
| 5Y | +120.7% | -47.0% | +167.6% | +107.7% |
| All | +120.7% | -49.0% | +169.7% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling