-80.9%
FIG vs ROST
+66.0%
-146.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | -14.5% | -2.2% | -12.2% | -14.6% |
| 30D | -13.3% | -11.4% | -1.9% | -13.5% |
| 3M | +7.4% | -1.6% | +9.1% | +7.7% |
| 6M | -27.8% | +6.8% | -34.6% | -27.5% |
| YTD | -41.1% | +25.8% | -66.9% | -40.9% |
| 1Y | -58.7% | +52.4% | -111.1% | -58.7% |
| All | -80.9% | +66.0% | -146.9% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling