+95.0%
ROST vs BURL
+87.4%
+7.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.1% |
| 7D | +0.3% | -1.6% | +1.8% | +0.8% |
| 30D | +0.5% | -7.7% | +8.2% | +3.2% |
| 3M | -5.2% | -31.7% | +26.4% | +7.4% |
| 6M | +9.8% | -15.2% | +25.0% | +15.6% |
| YTD | +29.4% | -15.9% | +45.3% | +36.3% |
| 1Y | +44.4% | -14.2% | +58.6% | +50.2% |
| 3Y | +95.0% | +93.5% | +1.5% | +70.8% |
| All | +95.0% | +87.4% | +7.6% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling