+28,563.0%
ROST vs FDS
+10,448.9%
+18,114.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | +0.9% | -2.6% | +3.4% | +1.5% |
| 30D | +5.1% | +14.1% | -8.9% | +1.3% |
| 3M | -4.3% | +19.8% | -24.0% | -9.4% |
| 6M | +9.4% | +55.0% | -45.5% | -4.7% |
| YTD | +32.5% | +15.9% | +16.6% | +23.3% |
| 1Y | +46.9% | +24.2% | +22.7% | +33.8% |
| 3Y | +98.1% | -24.0% | +122.1% | +104.6% |
| 5Y | +116.9% | -23.3% | +140.3% | +122.3% |
| 10Y | +310.9% | +128.0% | +182.8% | +210.7% |
| All | +28,563.0% | +10,448.9% | +18,114.1% | +9,638.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling