-55.8%
FIG vs ROST
+54.0%
-109.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.3% |
| 7D | -16.3% | +0.9% | -17.2% | -16.3% |
| 30D | -14.3% | -8.9% | -5.4% | -13.7% |
| 3M | +7.2% | -0.8% | +8.0% | +7.5% |
| 6M | -18.6% | +8.5% | -27.1% | -19.4% |
| YTD | -35.5% | +28.6% | -64.0% | -39.3% |
| 1Y | -55.8% | +52.3% | -108.1% | -63.6% |
| All | -55.8% | +54.0% | -109.8% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling