+52.3%
ROST vs BTDR
-4.8%
+57.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.4% | -0.5% |
| 7D | +0.9% | +20.0% | -19.0% | +0.5% |
| 30D | -8.9% | +11.9% | -20.8% | -9.2% |
| 3M | -0.8% | -36.9% | +36.1% | +0.4% |
| 6M | +8.5% | +56.5% | -48.0% | +6.0% |
| YTD | +28.6% | +10.4% | +18.1% | +26.3% |
| 1Y | +52.3% | +3.1% | +49.3% | +58.2% |
| All | +52.3% | -4.8% | +57.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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