+49.5%
ROST vs BUD
+32.7%
+16.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +6.8% | +7.4% | -0.6% | +4.5% |
| 3M | -4.0% | +4.3% | -8.3% | -5.2% |
| 6M | +12.9% | +5.3% | +7.6% | +11.0% |
| YTD | +34.7% | +33.2% | +1.5% | +16.1% |
| 1Y | +49.5% | +31.8% | +17.7% | +30.8% |
| All | +49.5% | +32.7% | +16.8% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling