+94.5%
ROST vs FDX
+64.7%
+29.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.2% |
| 7D | +1.2% | -1.6% | +2.9% | +1.7% |
| 30D | +2.5% | +6.6% | -4.1% | +1.2% |
| 3M | -9.0% | -2.1% | -6.9% | -8.6% |
| 6M | +1.3% | +2.2% | -0.8% | +0.5% |
| YTD | +29.1% | +33.9% | -4.9% | +20.4% |
| 1Y | +45.4% | +50.2% | -4.8% | +32.3% |
| All | +94.5% | +64.7% | +29.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling