+70,808.4%
ROST vs FICO
+104,095.6%
-33,287.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +2.4% |
| 7D | +0.9% | -19.2% | +20.1% | +4.4% |
| 30D | -8.9% | -14.6% | +5.7% | -6.8% |
| 3M | -0.8% | -20.1% | +19.3% | +1.9% |
| 6M | +8.5% | -36.3% | +44.8% | +14.8% |
| YTD | +28.6% | -44.9% | +73.4% | +39.1% |
| 1Y | +52.3% | -38.6% | +91.0% | +60.6% |
| 3Y | +94.8% | +4.0% | +90.9% | +82.4% |
| 5Y | +110.8% | +99.5% | +11.2% | +72.3% |
| 10Y | +304.5% | +604.7% | -300.1% | +169.1% |
| All | +70,808.4% | +104,095.6% | -33,287.2% | +27,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling