+105.8%
ROST vs BURL
-17.2%
+122.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +1.2% | +4.1% | -2.8% | -0.4% |
| 30D | +2.5% | -9.5% | +11.9% | +6.8% |
| 3M | -9.0% | -33.5% | +24.6% | +7.7% |
| 6M | +1.3% | -22.1% | +23.4% | +11.7% |
| YTD | +29.1% | -14.6% | +43.6% | +35.9% |
| 1Y | +45.4% | -8.4% | +53.8% | +47.1% |
| 3Y | +94.9% | +86.6% | +8.3% | +33.6% |
| All | +105.8% | -17.2% | +122.9% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling