+52.7%
ROST vs FIVE
+65.4%
-12.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | 0.0% | +3.7% | -3.6% | -1.0% |
| 30D | -10.2% | +4.0% | -14.1% | -11.2% |
| 3M | +1.0% | +36.2% | -35.2% | -7.4% |
| 6M | +8.7% | +18.0% | -9.3% | +2.5% |
| YTD | +27.8% | +34.9% | -7.1% | +15.6% |
| 1Y | +52.7% | +67.9% | -15.3% | +27.2% |
| All | +52.7% | +65.4% | -12.7% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling