+96.1%
ROST vs BTDR
+0.6%
+95.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.3% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -10.3% | +32.7% | -43.0% | -11.3% |
| 3M | -2.6% | -28.4% | +25.8% | -1.9% |
| 6M | +6.5% | +51.7% | -45.2% | +3.8% |
| YTD | +25.9% | +2.9% | +23.1% | +24.0% |
| 1Y | +52.3% | -15.5% | +67.8% | +49.9% |
| All | +96.1% | +0.6% | +95.5% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling