+112.0%
ROST vs FDX
+63.0%
+49.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +0.2% | -3.3% | +3.5% | +1.0% |
| 30D | -10.0% | -1.4% | -8.6% | -9.7% |
| 3M | +1.2% | -4.5% | +5.7% | +2.1% |
| 6M | +8.9% | +9.4% | -0.5% | +5.7% |
| YTD | +28.1% | +36.0% | -7.9% | +17.2% |
| 1Y | +53.0% | +75.5% | -22.6% | +30.9% |
| 3Y | +97.9% | +62.8% | +35.1% | +67.1% |
| 5Y | +112.0% | +64.4% | +47.6% | +69.9% |
| All | +112.0% | +63.0% | +49.0% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling