+27,717.9%
ROST vs FDS
+9,502.8%
+18,215.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | -8.9% | +9.0% | -17.9% | -11.2% |
| 3M | -0.8% | +18.9% | -19.7% | -6.3% |
| 6M | +8.5% | +35.1% | -26.6% | -2.1% |
| YTD | +28.6% | +5.5% | +23.1% | +23.3% |
| 1Y | +52.3% | -16.8% | +69.1% | +55.2% |
| 3Y | +94.8% | -28.1% | +122.9% | +104.9% |
| 5Y | +110.8% | -17.4% | +128.2% | +112.3% |
| 10Y | +304.5% | +85.4% | +219.1% | +223.9% |
| All | +27,717.9% | +9,502.8% | +18,215.1% | +9,640.1% |
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