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  • ROST vs FLR✓SelectedUSD · FLRROST vs FLR performance historyLatest closeAs of-0.42%09/04
Stock and ETF performance explorer

ROST vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,893.5%
FLR return
+603.8%
Excess return
+14,289.7%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-0.4%-2.3%+1.9%+0.1%
7D+0.9%+5.4%-4.5%-0.2%
30D-8.9%+11.4%-20.3%-11.6%
3M-0.8%+11.4%-12.2%-4.3%
6M+8.5%+16.6%-8.2%+2.8%
YTD+28.6%+41.7%-13.1%+16.3%
1Y+52.3%+35.4%+16.9%+38.3%
3Y+94.8%+57.3%+37.5%+62.2%
5Y+110.8%+241.0%-130.2%+41.4%
10Y+304.5%+16.6%+287.9%+185.9%
All+14,893.5%+603.8%+14,289.7%+5,475.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling