+317.8%
ROST vs BUD
-4.5%
+322.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.0% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | +6.8% | +7.4% | -0.6% | +3.3% |
| 3M | -4.0% | +4.3% | -8.3% | -6.1% |
| 6M | +12.9% | +5.3% | +7.6% | +9.6% |
| YTD | +34.7% | +33.2% | +1.5% | +16.8% |
| 1Y | +49.5% | +31.8% | +17.7% | +30.2% |
| 3Y | +101.5% | +47.8% | +53.7% | +61.6% |
| 5Y | +120.7% | +50.2% | +70.5% | +71.9% |
| 10Y | +317.8% | -4.8% | +322.6% | +223.3% |
| All | +317.8% | -4.5% | +322.3% | +223.3% |
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