+52.3%
ROST vs FLR
+31.2%
+21.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.9% | +5.4% | -4.5% | +0.7% |
| 30D | -8.9% | +11.4% | -20.3% | -9.5% |
| 3M | -0.8% | +11.4% | -12.2% | -1.8% |
| 6M | +8.5% | +16.6% | -8.2% | +6.1% |
| YTD | +28.6% | +41.7% | -13.1% | +22.5% |
| 1Y | +52.3% | +35.4% | +16.9% | +45.3% |
| All | +52.3% | +31.2% | +21.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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