+112.3%
ROST vs FICO
+99.8%
+12.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +2.0% |
| 7D | +0.9% | -19.2% | +20.1% | +3.8% |
| 30D | -8.9% | -14.6% | +5.7% | -7.2% |
| 3M | -0.8% | -20.1% | +19.3% | +1.4% |
| 6M | +8.5% | -36.3% | +44.8% | +14.5% |
| YTD | +28.6% | -44.9% | +73.4% | +39.1% |
| 1Y | +52.3% | -38.6% | +91.0% | +60.0% |
| 3Y | +94.8% | +4.0% | +90.9% | +71.1% |
| All | +112.3% | +99.8% | +12.5% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling