+1,052.1%
FIX vs ROST
+116.0%
+936.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | +17.0% | +0.9% | +16.2% | +16.7% |
| 30D | -30.6% | +5.1% | -35.7% | -32.2% |
| 3M | -35.0% | -4.3% | -30.8% | -34.3% |
| 6M | -44.0% | +9.4% | -53.4% | -47.1% |
| YTD | +21.1% | +32.5% | -11.3% | +4.8% |
| 1Y | +16.3% | +46.9% | -30.6% | -4.2% |
| 3Y | +507.4% | +98.1% | +409.3% | +336.3% |
| 5Y | +1,052.1% | +116.9% | +935.1% | +684.6% |
| All | +1,052.1% | +116.0% | +936.1% | +684.6% |
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 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