+116.9%
ROST vs BURL
-7.3%
+124.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -0.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | +5.1% | -4.3% | +9.5% | +7.1% |
| 3M | -4.3% | -28.8% | +24.5% | +10.0% |
| 6M | +9.4% | -12.8% | +22.2% | +14.8% |
| YTD | +32.5% | -12.8% | +45.3% | +38.3% |
| 1Y | +46.9% | -12.3% | +59.1% | +51.6% |
| 3Y | +98.1% | +92.7% | +5.4% | +33.6% |
| 5Y | +116.9% | -6.5% | +123.5% | +107.3% |
| All | +116.9% | -7.3% | +124.3% | +107.3% |
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