+10,071.3%
ROST vs FFIV
+7,518.9%
+2,552.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | -8.9% | -5.1% | -3.8% | -8.4% |
| 3M | -0.8% | -4.5% | +3.6% | -0.5% |
| 6M | +8.5% | +36.5% | -28.0% | +3.7% |
| YTD | +28.6% | +53.0% | -24.4% | +20.9% |
| 1Y | +52.3% | +24.2% | +28.1% | +46.9% |
| 3Y | +94.8% | +137.2% | -42.4% | +72.0% |
| 5Y | +110.8% | +91.8% | +19.0% | +90.6% |
| 10Y | +304.5% | +215.2% | +89.4% | +243.3% |
| All | +10,071.3% | +7,518.9% | +2,552.3% | +5,622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling