+52.7%
ROST vs FFIV
+33.5%
+19.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +7.8% | -9.8% | +17.6% | +8.2% |
| 30D | +8.6% | -28.1% | +36.6% | +9.7% |
| 3M | -1.9% | -20.0% | +18.1% | -1.5% |
| 6M | +9.1% | -0.1% | +9.2% | +7.2% |
| YTD | +37.2% | +29.2% | +8.1% | +27.4% |
| 1Y | +52.7% | +36.6% | +16.1% | +37.0% |
| All | +52.7% | +33.5% | +19.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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