+54.0%
ROST vs FIGR
-3.1%
+57.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +7.0% | +2.4% |
| 7D | +0.2% | -3.0% | +3.2% | +0.3% |
| 30D | -6.9% | +13.7% | -20.5% | -7.2% |
| 3M | -3.3% | +23.9% | -27.2% | -4.1% |
| 6M | +9.0% | -8.4% | +17.5% | +8.8% |
| YTD | +28.9% | -14.6% | +43.5% | +28.3% |
| 1Y | +54.0% | +12.1% | +41.9% | +53.6% |
| All | +54.0% | -3.1% | +57.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling