+94.9%
ROST vs FFIV
+102.2%
-7.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | -8.1% | +9.4% | +2.5% |
| 30D | +2.5% | -33.4% | +35.9% | +8.4% |
| 3M | -9.0% | -24.7% | +15.8% | -6.0% |
| 6M | +1.3% | -8.8% | +10.2% | +0.2% |
| YTD | +29.1% | +21.8% | +7.3% | +18.3% |
| 1Y | +45.4% | +25.3% | +20.1% | +32.0% |
| 3Y | +94.9% | +101.2% | -6.3% | +44.1% |
| All | +94.9% | +102.2% | -7.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling