-79.9%
FIG vs ROST
+70.0%
-149.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -2.3% | -6.9% | +4.6% | -2.5% |
| 3M | +20.0% | -3.3% | +23.3% | +19.8% |
| 6M | -16.7% | +9.0% | -25.7% | -16.4% |
| YTD | -37.9% | +28.9% | -66.8% | -37.7% |
| 1Y | -58.5% | +54.0% | -112.5% | -59.0% |
| All | -79.9% | +70.0% | -149.9% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling