+67.9%
ROST vs BTSG
+493.4%
-425.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +0.3% | +6.0% | -5.8% | -0.3% |
| 30D | +0.5% | +12.4% | -11.9% | -0.7% |
| 3M | -5.2% | +18.2% | -23.5% | -7.0% |
| 6M | +9.8% | +26.0% | -16.2% | +6.4% |
| YTD | +29.4% | +90.1% | -60.8% | +19.0% |
| 1Y | +44.4% | +124.3% | -79.9% | +30.4% |
| All | +67.9% | +493.4% | -425.5% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling