+112.3%
ROST vs BURL
-11.0%
+123.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.6% |
| 7D | +0.9% | -2.8% | +3.7% | +2.1% |
| 30D | -8.9% | -28.2% | +19.3% | +4.9% |
| 3M | -0.8% | -17.6% | +16.8% | +7.5% |
| 6M | +8.5% | -11.8% | +20.3% | +13.5% |
| YTD | +28.6% | -8.1% | +36.7% | +31.9% |
| 1Y | +52.3% | -12.0% | +64.3% | +57.3% |
| 3Y | +94.8% | +63.3% | +31.5% | +43.5% |
| All | +112.3% | -11.0% | +123.3% | +109.6% |
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