+54.0%
ROST vs BTDR
-13.8%
+67.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.5% |
| 3M | -3.3% | -32.2% | +28.9% | -2.3% |
| 6M | +9.0% | +52.4% | -43.3% | +6.5% |
| YTD | +28.9% | +6.7% | +22.2% | +26.6% |
| 1Y | +54.0% | -15.2% | +69.2% | +57.8% |
| All | +54.0% | -13.8% | +67.7% | +57.8% |
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