+72,962.6%
ROST vs FITB
+2,827.5%
+70,135.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | +5.1% | +7.3% | -2.2% | +3.4% |
| 3M | -4.3% | -6.3% | +2.1% | -2.8% |
| 6M | +9.4% | +12.6% | -3.1% | +6.2% |
| YTD | +32.5% | +18.0% | +14.5% | +26.8% |
| 1Y | +46.9% | +28.9% | +18.0% | +37.7% |
| 3Y | +98.1% | +139.4% | -41.3% | +58.4% |
| 5Y | +116.9% | +47.2% | +69.7% | +91.7% |
| 10Y | +310.9% | +213.0% | +97.8% | +199.0% |
| All | +72,962.6% | +2,827.5% | +70,135.1% | +12,647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling