+672.1%
ROST vs FIVE
+868.1%
-196.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.0% |
| 7D | +0.9% | +4.3% | -3.3% | -0.4% |
| 30D | -8.9% | +12.5% | -21.4% | -12.3% |
| 3M | -0.8% | +31.2% | -32.1% | -9.0% |
| 6M | +8.5% | +14.4% | -5.9% | +2.8% |
| YTD | +28.6% | +33.9% | -5.3% | +15.9% |
| 1Y | +52.3% | +65.1% | -12.7% | +28.1% |
| 3Y | +94.8% | +49.0% | +45.9% | +56.5% |
| 5Y | +110.8% | +30.3% | +80.5% | +71.3% |
| 10Y | +304.5% | +481.1% | -176.6% | +116.6% |
| All | +672.1% | +868.1% | -196.1% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling