+615.4%
ROST vs FIVN
+292.8%
+322.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.3% |
| 7D | +0.2% | -8.2% | +8.5% | +1.1% |
| 30D | -10.0% | -8.1% | -1.9% | -9.3% |
| 3M | +1.2% | +34.9% | -33.7% | -2.8% |
| 6M | +8.9% | +72.6% | -63.7% | +0.8% |
| YTD | +28.1% | +55.8% | -27.7% | +19.3% |
| 1Y | +53.0% | +17.1% | +35.8% | +46.9% |
| 3Y | +97.9% | -54.3% | +152.2% | +106.4% |
| 5Y | +112.0% | -81.6% | +193.5% | +135.0% |
| 10Y | +303.0% | +109.2% | +193.8% | +252.0% |
| All | +615.4% | +292.8% | +322.6% | +490.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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