+317.8%
ROST vs FIVE
+535.9%
-218.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +6.8% | +17.4% | -10.6% | +1.0% |
| 3M | -4.0% | +7.0% | -11.0% | -6.6% |
| 6M | +12.9% | +20.5% | -7.6% | +4.5% |
| YTD | +34.7% | +33.1% | +1.6% | +19.7% |
| 1Y | +49.5% | +67.1% | -17.6% | +22.4% |
| 3Y | +101.5% | +41.9% | +59.6% | +60.6% |
| 5Y | +120.7% | +21.1% | +99.6% | +79.5% |
| 10Y | +317.8% | +518.8% | -201.0% | +94.6% |
| All | +317.8% | +535.9% | -218.1% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling