+98.3%
ROST vs BURL
+89.8%
+8.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -3.3% |
| 7D | +1.3% | +3.5% | -2.2% | +0.1% |
| 30D | +4.9% | -9.3% | +14.2% | +8.3% |
| 3M | -6.9% | -32.1% | +25.2% | +5.7% |
| 6M | +3.8% | -19.8% | +23.6% | +11.3% |
| YTD | +31.4% | -13.2% | +44.6% | +36.9% |
| 1Y | +46.2% | -7.8% | +54.0% | +48.4% |
| All | +98.3% | +89.8% | +8.6% | +72.9% |
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