+74,203.7%
ROST vs FITB
+2,854.6%
+71,349.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +6.8% | +7.0% | -0.2% | +5.1% |
| 3M | -4.0% | -4.8% | +0.8% | -2.9% |
| 6M | +12.9% | +13.5% | -0.7% | +9.3% |
| YTD | +34.7% | +19.1% | +15.7% | +28.7% |
| 1Y | +49.5% | +30.8% | +18.7% | +39.7% |
| 3Y | +101.5% | +141.6% | -40.2% | +60.8% |
| 5Y | +120.7% | +48.3% | +72.4% | +94.7% |
| 10Y | +317.8% | +215.9% | +101.9% | +203.4% |
| All | +74,203.7% | +2,854.6% | +71,349.1% | +12,835.5% |
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