+14,893.5%
ROST vs FLR
+603.8%
+14,289.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 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