+317.8%
ROST vs FDS
+132.8%
+185.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | +6.8% | +16.0% | -9.2% | +1.5% |
| 3M | -4.0% | +18.8% | -22.8% | -10.2% |
| 6M | +12.9% | +54.1% | -41.2% | -5.5% |
| YTD | +34.7% | +17.0% | +17.7% | +23.8% |
| 1Y | +49.5% | +25.5% | +24.0% | +32.7% |
| 3Y | +101.5% | -23.3% | +124.8% | +117.1% |
| 5Y | +120.7% | -22.6% | +143.3% | +133.3% |
| 10Y | +317.8% | +130.2% | +187.6% | +165.2% |
| All | +317.8% | +132.8% | +185.1% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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