+110.7%
ROST vs BROS
+38.3%
+72.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -2.2% | -6.6% | +4.4% | -1.4% |
| 30D | -11.4% | -12.3% | +0.9% | -9.9% |
| 3M | -1.6% | -22.2% | +20.6% | +1.0% |
| 6M | +6.8% | -14.3% | +21.1% | +7.8% |
| YTD | +25.8% | -26.6% | +52.4% | +29.2% |
| 1Y | +52.4% | -31.5% | +83.9% | +57.5% |
| 3Y | +94.4% | +62.3% | +32.1% | +70.3% |
| All | +110.7% | +38.3% | +72.4% | +88.6% |
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 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