+96.0%
ROST vs FLR
+56.0%
+40.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | -11.4% | +4.9% | -16.4% | -11.8% |
| 3M | -1.6% | +10.8% | -12.4% | -3.0% |
| 6M | +6.8% | +19.7% | -12.8% | +4.0% |
| YTD | +25.8% | +38.4% | -12.5% | +20.4% |
| 1Y | +52.4% | +34.7% | +17.7% | +45.9% |
| All | +96.0% | +56.0% | +40.0% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling