+70,808.4%
ROST vs FITB
+2,855.6%
+67,952.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | -8.9% | -4.7% | -4.2% | -7.9% |
| 3M | -0.8% | +6.7% | -7.5% | -2.5% |
| 6M | +8.5% | +12.6% | -4.1% | +5.3% |
| YTD | +28.6% | +19.1% | +9.5% | +22.9% |
| 1Y | +52.3% | +22.6% | +29.7% | +44.4% |
| 3Y | +94.8% | +127.1% | -32.3% | +57.5% |
| 5Y | +110.8% | +71.8% | +39.0% | +79.7% |
| 10Y | +304.5% | +287.2% | +17.4% | +182.5% |
| All | +70,808.4% | +2,855.6% | +67,952.8% | +12,247.9% |
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