+621.4%
ROST vs BURL
+987.9%
-366.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -2.9% |
| 7D | +1.3% | +3.5% | -2.2% | -0.3% |
| 30D | +4.9% | -9.3% | +14.2% | +9.8% |
| 3M | -6.9% | -32.1% | +25.2% | +11.1% |
| 6M | +3.8% | -19.8% | +23.6% | +14.0% |
| YTD | +31.4% | -13.2% | +44.6% | +37.8% |
| 1Y | +46.2% | -7.8% | +54.0% | +47.3% |
| 3Y | +99.8% | +89.3% | +10.5% | +30.9% |
| 5Y | +107.6% | -15.8% | +123.5% | +95.9% |
| 10Y | +322.2% | +262.2% | +60.1% | +112.1% |
| All | +621.4% | +987.9% | -366.5% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling