+948.1%
FIX vs ROST
+103.5%
+844.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.2% |
| 7D | -17.5% | +1.2% | -18.7% | -18.2% |
| 30D | -41.6% | +2.5% | -44.0% | -42.4% |
| 3M | -40.6% | -9.0% | -31.6% | -38.7% |
| 6M | -49.4% | +1.3% | -50.7% | -50.7% |
| YTD | +9.2% | +29.1% | -19.9% | -4.6% |
| 1Y | +6.5% | +45.4% | -39.0% | -12.0% |
| 3Y | +448.7% | +94.9% | +353.9% | +297.0% |
| All | +948.1% | +103.5% | +844.6% | +624.5% |
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