+303.0%
ROST vs FIVE
+475.1%
-172.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +0.2% | +3.7% | -3.4% | -1.1% |
| 30D | -10.0% | +4.0% | -14.0% | -11.3% |
| 3M | +1.2% | +36.2% | -35.0% | -9.4% |
| 6M | +8.9% | +18.0% | -9.1% | +1.4% |
| YTD | +28.1% | +34.9% | -6.8% | +13.5% |
| 1Y | +53.0% | +67.9% | -15.0% | +24.7% |
| 3Y | +97.9% | +57.3% | +40.5% | +51.2% |
| 5Y | +112.0% | +39.5% | +72.4% | +63.0% |
| 10Y | +303.0% | +496.4% | -193.5% | +90.2% |
| All | +303.0% | +475.1% | -172.1% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling