+98.3%
ROST vs FICO
-24.0%
+122.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | +4.9% | +1.7% | +3.2% | +4.6% |
| 3M | -6.9% | -35.2% | +28.3% | -4.9% |
| 6M | +3.8% | -33.7% | +37.5% | +5.3% |
| YTD | +31.4% | -58.2% | +89.5% | +39.1% |
| 1Y | +46.2% | -56.6% | +102.8% | +54.1% |
| All | +98.3% | -24.0% | +122.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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