+112.0%
ROST vs FIS
-71.2%
+183.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.1% |
| 7D | +0.3% | +2.8% | -2.6% | -0.4% |
| 30D | +0.5% | -16.7% | +17.2% | +2.3% |
| 3M | -5.2% | -32.3% | +27.0% | +1.1% |
| 6M | +9.8% | -29.1% | +38.9% | +15.5% |
| YTD | +29.4% | -54.1% | +83.5% | +50.6% |
| 1Y | +44.4% | -53.7% | +98.1% | +67.6% |
| 3Y | +95.0% | -38.8% | +133.8% | +106.4% |
| All | +112.0% | -71.2% | +183.2% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling