+71,250.3%
ROST vs BTI
+6,890.1%
+64,360.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +0.3% | +1.6% | -1.4% | -0.1% |
| 30D | +0.5% | +9.2% | -8.7% | -1.5% |
| 3M | -5.2% | +9.6% | -14.9% | -7.2% |
| 6M | +9.8% | -2.4% | +12.3% | +10.1% |
| YTD | +29.4% | +14.2% | +15.2% | +24.8% |
| 1Y | +44.4% | +20.3% | +24.1% | +37.7% |
| 3Y | +95.0% | +147.4% | -52.4% | +56.5% |
| 5Y | +111.9% | +155.4% | -43.6% | +68.1% |
| 10Y | +301.2% | +127.3% | +173.9% | +219.8% |
| All | +71,250.3% | +6,890.1% | +64,360.2% | +29,548.5% |
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 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