-51.7%
FIG vs ROST
+54.7%
-106.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +5.3% |
| 7D | -4.7% | +7.8% | -12.4% | -4.5% |
| 30D | +0.5% | +8.6% | -8.0% | +0.7% |
| 3M | -18.4% | -1.9% | -16.5% | -18.5% |
| 6M | +10.9% | +9.1% | +1.7% | +11.2% |
| YTD | -40.8% | +37.2% | -78.0% | -40.8% |
| 1Y | -51.7% | +52.7% | -104.4% | -54.0% |
| All | -51.7% | +54.7% | -106.4% | -54.0% |
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