+97.5%
ROST vs FDX
+62.0%
+35.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.7% |
| 30D | -10.2% | -1.4% | -8.8% | -9.9% |
| 3M | +1.0% | -4.5% | +5.5% | +1.8% |
| 6M | +8.7% | +9.4% | -0.7% | +6.0% |
| YTD | +27.8% | +36.0% | -8.2% | +18.7% |
| 1Y | +52.7% | +75.5% | -22.8% | +34.3% |
| 3Y | +97.5% | +62.8% | +34.7% | +67.8% |
| All | +97.5% | +62.0% | +35.4% | +67.8% |
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