+2,874.7%
ROST vs BTG
+378.0%
+2,496.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | +0.2% | +4.8% | -4.6% | +0.1% |
| 30D | -10.0% | +8.3% | -18.3% | -10.2% |
| 3M | +1.2% | +32.3% | -31.1% | +0.2% |
| 6M | +8.9% | +3.0% | +6.0% | +8.5% |
| YTD | +28.1% | +21.9% | +6.1% | +26.7% |
| 1Y | +53.0% | +28.2% | +24.8% | +50.9% |
| 3Y | +97.9% | +99.9% | -2.0% | +91.5% |
| 5Y | +112.0% | +73.6% | +38.4% | +105.4% |
| 10Y | +303.0% | +136.5% | +166.4% | +287.7% |
| All | +2,874.7% | +378.0% | +2,496.7% | +2,938.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling