+2,740.9%
ROST vs BUD
+201.1%
+2,539.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | -8.9% | -5.7% | -3.2% | -6.7% |
| 3M | -0.8% | +3.1% | -3.9% | -2.2% |
| 6M | +8.5% | +7.9% | +0.6% | +4.5% |
| YTD | +28.6% | +27.3% | +1.3% | +15.4% |
| 1Y | +52.3% | +37.8% | +14.5% | +32.1% |
| 3Y | +94.8% | +49.8% | +45.0% | +59.0% |
| 5Y | +110.8% | +43.8% | +66.9% | +72.3% |
| 10Y | +304.5% | -22.6% | +327.2% | +280.0% |
| All | +2,740.9% | +201.1% | +2,539.8% | +1,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling