-80.3%
FIG vs ROST
+68.9%
-149.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.7% |
| 7D | -16.4% | +0.2% | -16.6% | -16.3% |
| 30D | -2.3% | -10.0% | +7.7% | -2.5% |
| 3M | +7.8% | +1.2% | +6.6% | +8.4% |
| 6M | -21.8% | +8.9% | -30.8% | -21.5% |
| YTD | -39.1% | +28.1% | -67.2% | -38.9% |
| 1Y | -56.6% | +53.0% | -109.6% | -57.3% |
| All | -80.3% | +68.9% | -149.2% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling