+312.1%
ROST vs FLR
+19.7%
+292.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.1% |
| 7D | +0.2% | -3.5% | +3.7% | +0.9% |
| 30D | -6.9% | +4.2% | -11.0% | -7.7% |
| 3M | -3.3% | +8.1% | -11.4% | -5.5% |
| 6M | +9.0% | +21.5% | -12.5% | +3.5% |
| YTD | +28.9% | +36.8% | -7.9% | +19.2% |
| 1Y | +54.0% | +31.2% | +22.8% | +42.9% |
| 3Y | +100.7% | +53.9% | +46.8% | +72.4% |
| 5Y | +116.0% | +243.0% | -127.0% | +53.4% |
| All | +312.1% | +19.7% | +292.4% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling