+52.7%
ROST vs FDX
+65.6%
-12.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +5.3% |
| 7D | +7.8% | +8.1% | -0.4% | +6.1% |
| 30D | +8.6% | +13.9% | -5.4% | +5.8% |
| 3M | -1.9% | +5.5% | -7.5% | -3.1% |
| 6M | +9.1% | +15.1% | -6.0% | +4.8% |
| YTD | +37.2% | +43.2% | -5.9% | +22.6% |
| 1Y | +52.7% | +65.0% | -12.3% | +29.5% |
| All | +52.7% | +65.6% | -12.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling