+70,808.4%
ROST vs FDX
+4,233.7%
+66,574.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +0.9% | -2.5% | +3.5% | +1.7% |
| 30D | -8.9% | +3.8% | -12.7% | -10.1% |
| 3M | -0.8% | -1.3% | +0.5% | -0.8% |
| 6M | +8.5% | +5.0% | +3.5% | +5.9% |
| YTD | +28.6% | +39.6% | -11.1% | +14.1% |
| 1Y | +52.3% | +81.1% | -28.8% | +23.9% |
| 3Y | +94.8% | +63.0% | +31.8% | +58.7% |
| 5Y | +110.8% | +65.6% | +45.2% | +65.4% |
| 10Y | +304.5% | +183.4% | +121.2% | +152.8% |
| All | +70,808.4% | +4,233.7% | +66,574.7% | +16,451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling