+70,384.2%
ROST vs BTI
+6,031.1%
+64,353.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -10.2% | -7.0% | -3.1% | -8.7% |
| 3M | +1.0% | -6.3% | +7.3% | +2.3% |
| 6M | +8.7% | -2.0% | +10.7% | +8.7% |
| YTD | +27.8% | +0.2% | +27.6% | +27.0% |
| 1Y | +52.7% | +3.8% | +48.9% | +50.4% |
| 3Y | +97.5% | +112.1% | -14.6% | +64.0% |
| 5Y | +111.6% | +113.6% | -2.0% | +74.6% |
| 10Y | +302.2% | +69.6% | +232.6% | +240.3% |
| All | +70,384.2% | +6,031.1% | +64,353.1% | +30,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling