+112.0%
ROST vs FIS
-64.6%
+176.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +1.0% |
| 7D | +0.2% | -3.5% | +3.7% | +1.0% |
| 30D | -10.0% | -7.8% | -2.1% | -8.4% |
| 3M | +1.2% | +0.8% | +0.4% | +0.7% |
| 6M | +8.9% | -21.9% | +30.8% | +14.6% |
| YTD | +28.1% | -39.5% | +67.6% | +43.3% |
| 1Y | +53.0% | -41.0% | +93.9% | +72.0% |
| 3Y | +97.9% | -23.6% | +121.5% | +104.1% |
| 5Y | +112.0% | -65.6% | +177.6% | +175.0% |
| All | +112.0% | -64.6% | +176.6% | +175.0% |
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