+95.0%
ROST vs BTI
+149.4%
-54.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +0.3% | +1.6% | -1.4% | +0.1% |
| 30D | +0.5% | +9.2% | -8.7% | -0.4% |
| 3M | -5.2% | +9.6% | -14.9% | -6.1% |
| 6M | +9.8% | -2.4% | +12.3% | +9.8% |
| YTD | +29.4% | +14.2% | +15.2% | +27.4% |
| 1Y | +44.4% | +20.3% | +24.1% | +41.5% |
| 3Y | +95.0% | +147.4% | -52.4% | +70.5% |
| All | +95.0% | +149.4% | -54.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling