+100.7%
ROST vs FLNC
-62.9%
+163.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +2.2% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | -6.9% | -24.8% | +17.9% | -5.9% |
| 3M | -3.3% | -59.1% | +55.8% | -0.3% |
| 6M | +9.0% | -42.0% | +51.0% | +9.3% |
| YTD | +28.9% | -49.8% | +78.7% | +29.0% |
| 1Y | +54.0% | +43.1% | +10.9% | +41.1% |
| 3Y | +100.7% | -61.0% | +161.7% | +92.5% |
| All | +100.7% | -62.9% | +163.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling