+101.6%
ROST vs BTDR
+19.6%
+82.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +2.2% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | -6.9% | +32.6% | -39.5% | -7.7% |
| 3M | -3.3% | -32.2% | +28.9% | -2.5% |
| 6M | +9.0% | +52.4% | -43.3% | +6.6% |
| YTD | +28.9% | +6.7% | +22.2% | +27.0% |
| 1Y | +54.0% | -15.2% | +69.2% | +51.9% |
| 3Y | +100.7% | +14.9% | +85.8% | +90.7% |
| 5Y | +116.0% | +20.8% | +95.2% | +103.7% |
| All | +101.6% | +19.6% | +82.0% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling