+105.8%
ROST vs FIVE
+14.2%
+91.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | +2.5% | +17.7% | -15.2% | -2.3% |
| 3M | -9.0% | +4.0% | -12.9% | -10.3% |
| 6M | +1.3% | +2.6% | -1.3% | -0.4% |
| YTD | +29.1% | +27.6% | +1.5% | +18.3% |
| 1Y | +45.4% | +59.9% | -14.5% | +24.4% |
| 3Y | +94.9% | +35.8% | +59.1% | +69.7% |
| All | +105.8% | +14.2% | +91.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling