+72,343.6%
ROST vs FICO
+78,963.7%
-6,620.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | +4.9% | +1.7% | +3.2% | +4.1% |
| 3M | -6.9% | -35.2% | +28.3% | -1.7% |
| 6M | +3.8% | -33.7% | +37.5% | +8.2% |
| YTD | +31.4% | -58.2% | +89.5% | +46.7% |
| 1Y | +46.2% | -56.6% | +102.8% | +62.1% |
| 3Y | +99.8% | -24.0% | +123.8% | +94.7% |
| 5Y | +107.6% | +86.1% | +21.6% | +69.1% |
| 10Y | +322.2% | +522.8% | -200.6% | +183.9% |
| All | +72,343.6% | +78,963.7% | -6,620.1% | +28,550.2% |
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