+110.9%
ROST vs BTI
+114.1%
-3.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | -11.4% | -4.8% | -6.7% | -10.5% |
| 3M | -1.6% | -8.1% | +6.5% | 0.0% |
| 6M | +6.8% | -4.2% | +11.0% | +7.2% |
| YTD | +25.8% | -1.3% | +27.1% | +25.1% |
| 1Y | +52.4% | +2.1% | +50.3% | +50.2% |
| 3Y | +94.4% | +108.9% | -14.5% | +51.5% |
| All | +110.9% | +114.1% | -3.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling