+302.7%
ROST vs FIS
-39.9%
+342.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -2.5% | -8.9% | +6.4% | +1.1% |
| 30D | -10.3% | -9.9% | -0.4% | -6.6% |
| 3M | -2.6% | 0.0% | -2.6% | -3.3% |
| 6M | +6.5% | -22.9% | +29.4% | +16.7% |
| YTD | +25.9% | -40.9% | +66.8% | +53.6% |
| 1Y | +52.3% | -40.4% | +92.8% | +84.7% |
| 3Y | +94.6% | -25.4% | +119.9% | +104.5% |
| 5Y | +111.1% | -64.8% | +175.9% | +213.8% |
| All | +302.7% | -39.9% | +342.6% | +401.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling