+111.1%
ROST vs FLR
+230.6%
-119.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -2.5% | -6.9% | +4.4% | -1.5% |
| 30D | -10.3% | +1.1% | -11.4% | -10.5% |
| 3M | -2.6% | +14.3% | -16.9% | -5.2% |
| 6M | +6.5% | +19.1% | -12.6% | +2.3% |
| YTD | +25.9% | +35.1% | -9.2% | +18.0% |
| 1Y | +52.3% | +29.5% | +22.9% | +43.2% |
| 3Y | +94.6% | +53.0% | +41.6% | +66.2% |
| 5Y | +111.1% | +238.9% | -127.8% | +43.1% |
| All | +111.1% | +230.6% | -119.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling