+52.3%
ROST vs FIS
-41.7%
+94.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -2.5% | -8.9% | +6.4% | -1.4% |
| 30D | -10.3% | -9.9% | -0.4% | -9.2% |
| 3M | -2.6% | 0.0% | -2.6% | -2.3% |
| 6M | +6.5% | -22.9% | +29.4% | +9.6% |
| YTD | +25.9% | -40.9% | +66.8% | +38.7% |
| 1Y | +52.3% | -40.4% | +92.8% | +65.5% |
| All | +52.3% | -41.7% | +94.0% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling