+312.1%
ROST vs FANG
+182.5%
+129.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.4% |
| 30D | -6.9% | +2.6% | -9.5% | -7.5% |
| 3M | -3.3% | +7.6% | -10.9% | -5.2% |
| 6M | +9.0% | +17.3% | -8.3% | +4.3% |
| YTD | +28.9% | +38.7% | -9.8% | +18.4% |
| 1Y | +54.0% | +51.6% | +2.3% | +38.4% |
| 3Y | +100.7% | +50.0% | +50.8% | +75.9% |
| 5Y | +116.0% | +237.6% | -121.5% | +49.2% |
| All | +312.1% | +182.5% | +129.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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