+304.4%
ROST vs BURL
+215.5%
+89.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.8% |
| 7D | +0.9% | -2.8% | +3.7% | +2.3% |
| 30D | -8.9% | -28.2% | +19.3% | +7.5% |
| 3M | -0.8% | -17.6% | +16.8% | +9.0% |
| 6M | +8.5% | -11.8% | +20.3% | +14.2% |
| YTD | +28.6% | -8.1% | +36.7% | +32.1% |
| 1Y | +52.3% | -12.0% | +64.3% | +57.5% |
| 3Y | +94.8% | +63.3% | +31.5% | +33.7% |
| 5Y | +110.8% | -10.8% | +121.6% | +93.9% |
| All | +304.4% | +215.5% | +89.0% | +101.7% |
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