+737.8%
ROST vs FANG
+1,416.0%
-678.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -10.3% | +2.4% | -12.7% | -10.7% |
| 3M | -2.6% | +5.1% | -7.7% | -3.8% |
| 6M | +6.5% | +16.4% | -9.9% | +2.6% |
| YTD | +25.9% | +39.0% | -13.0% | +17.0% |
| 1Y | +52.3% | +50.6% | +1.7% | +39.0% |
| 3Y | +94.6% | +46.9% | +47.6% | +74.4% |
| 5Y | +111.1% | +238.2% | -127.1% | +54.7% |
| 10Y | +308.9% | +181.3% | +127.6% | +152.7% |
| All | +737.8% | +1,416.0% | -678.1% | +345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling