+301.5%
ROST vs BUD
-2.1%
+303.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.9% |
| 7D | +0.3% | +1.0% | -0.8% | -0.2% |
| 30D | +0.5% | +6.7% | -6.2% | -2.6% |
| 3M | -5.2% | +5.7% | -10.9% | -7.9% |
| 6M | +9.8% | +5.8% | +4.0% | +6.4% |
| YTD | +29.4% | +34.4% | -5.0% | +11.7% |
| 1Y | +44.4% | +33.3% | +11.1% | +25.1% |
| 3Y | +95.0% | +48.8% | +46.2% | +55.8% |
| 5Y | +111.9% | +52.5% | +59.3% | +63.7% |
| All | +301.5% | -2.1% | +303.6% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling