+9,504.4%
ROST vs FIS
+374.5%
+9,129.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.9% | +1.1% | -0.1% | +0.5% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -0.8% | +2.1% | -3.0% | -2.1% |
| 6M | +8.5% | -14.7% | +23.2% | +13.6% |
| YTD | +28.6% | -35.7% | +64.3% | +49.3% |
| 1Y | +52.3% | -37.1% | +89.4% | +77.9% |
| 3Y | +94.8% | -20.0% | +114.9% | +101.6% |
| 5Y | +110.8% | -62.1% | +172.9% | +179.4% |
| 10Y | +304.5% | -37.4% | +341.9% | +348.0% |
| All | +9,504.4% | +374.5% | +9,129.8% | +4,759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling