+54.0%
ROST vs BTSG
+113.2%
-59.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.1% |
| 7D | +0.2% | -3.3% | +3.5% | +0.6% |
| 30D | -6.9% | -1.6% | -5.3% | -6.7% |
| 3M | -3.3% | -6.9% | +3.6% | -3.5% |
| 6M | +9.0% | +42.1% | -33.1% | -0.1% |
| YTD | +28.9% | +56.8% | -28.0% | +15.5% |
| 1Y | +54.0% | +109.8% | -55.8% | +29.1% |
| All | +54.0% | +113.2% | -59.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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