+315.5%
ROST vs BURL
+261.4%
+54.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.7% | +0.4% |
| 7D | +2.8% | +7.7% | -4.9% | -1.0% |
| 30D | +6.6% | -7.1% | +13.7% | +10.5% |
| 3M | -7.0% | -30.3% | +23.3% | +10.8% |
| 6M | +5.4% | -15.5% | +20.9% | +13.2% |
| YTD | +32.4% | -11.0% | +43.3% | +37.3% |
| 1Y | +48.4% | -8.4% | +56.8% | +49.9% |
| 3Y | +99.5% | +96.7% | +2.8% | +22.7% |
| 5Y | +109.9% | -14.1% | +123.9% | +96.1% |
| 10Y | +315.5% | +255.1% | +60.5% | +99.0% |
| All | +315.5% | +261.4% | +54.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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