+97.9%
ROST vs FITB
+133.7%
-35.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.5% |
| 30D | -10.0% | -4.5% | -5.5% | -8.9% |
| 3M | +1.2% | +5.7% | -4.4% | -0.4% |
| 6M | +8.9% | +17.1% | -8.2% | +4.2% |
| YTD | +28.1% | +18.3% | +9.7% | +21.7% |
| 1Y | +53.0% | +23.9% | +29.1% | +43.3% |
| 3Y | +97.9% | +131.1% | -33.2% | +57.0% |
| All | +97.9% | +133.7% | -35.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling