+301.5%
ROST vs FDS
+127.7%
+173.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.3% | +1.5% | -1.2% | -0.2% |
| 30D | +0.5% | +14.8% | -14.3% | -4.2% |
| 3M | -5.2% | +16.3% | -21.5% | -10.6% |
| 6M | +9.8% | +66.2% | -56.4% | -10.7% |
| YTD | +29.4% | +16.2% | +13.2% | +19.1% |
| 1Y | +44.4% | +21.8% | +22.5% | +29.7% |
| 3Y | +95.0% | -23.9% | +118.9% | +110.7% |
| 5Y | +111.9% | -23.1% | +135.0% | +124.4% |
| All | +301.5% | +127.7% | +173.8% | +154.4% |
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