+52.7%
ROST vs BTI
+24.7%
+28.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +5.5% |
| 7D | +7.8% | +5.3% | +2.5% | +6.8% |
| 30D | +8.6% | +19.1% | -10.5% | +5.7% |
| 3M | -1.9% | +6.5% | -8.4% | -3.1% |
| 6M | +9.1% | +9.4% | -0.3% | +7.0% |
| YTD | +37.2% | +14.4% | +22.8% | +32.8% |
| 1Y | +52.7% | +23.9% | +28.8% | +44.1% |
| All | +52.7% | +24.7% | +28.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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