+48.8%
ROST vs FFIV
+28.6%
+20.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +3.2% | -4.2% | +7.4% | +3.4% |
| 30D | +7.4% | -33.9% | +41.3% | +9.1% |
| 3M | -6.1% | -22.6% | +16.6% | -5.4% |
| 6M | +6.2% | -10.4% | +16.6% | +5.3% |
| YTD | +33.4% | +24.3% | +9.1% | +23.3% |
| 1Y | +48.8% | +31.8% | +17.0% | +32.5% |
| All | +48.8% | +28.6% | +20.2% | +32.5% |
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