+120.7%
ROST vs FITB
+48.8%
+71.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +6.8% | +7.0% | -0.2% | +4.4% |
| 3M | -4.0% | -4.8% | +0.8% | -2.5% |
| 6M | +12.9% | +13.5% | -0.7% | +7.6% |
| YTD | +34.7% | +19.1% | +15.7% | +25.7% |
| 1Y | +49.5% | +30.8% | +18.7% | +34.8% |
| 3Y | +101.5% | +141.6% | -40.2% | +39.6% |
| 5Y | +120.7% | +48.3% | +72.4% | +88.8% |
| All | +120.7% | +48.8% | +71.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling