+27,820.0%
ROST vs FDS
+10,327.4%
+17,492.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +2.5% | +20.2% | -17.7% | -2.6% |
| 3M | -9.0% | +19.9% | -28.8% | -13.9% |
| 6M | +1.3% | +56.2% | -54.8% | -12.0% |
| YTD | +29.1% | +14.6% | +14.5% | +20.5% |
| 1Y | +45.4% | +31.6% | +13.8% | +30.2% |
| 3Y | +94.9% | -23.8% | +118.7% | +101.0% |
| 5Y | +104.0% | -22.6% | +126.6% | +108.4% |
| 10Y | +314.8% | +139.3% | +175.5% | +210.0% |
| All | +27,820.0% | +10,327.4% | +17,492.5% | +9,416.0% |
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