+14,986.9%
ROST vs FLR
+513.8%
+14,473.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.1% |
| 7D | +0.3% | +5.4% | -5.1% | -0.9% |
| 30D | +0.5% | +2.8% | -2.4% | -0.3% |
| 3M | -5.2% | -6.4% | +1.2% | -4.4% |
| 6M | +9.8% | +8.8% | +1.1% | +5.9% |
| YTD | +29.4% | +23.6% | +5.8% | +20.0% |
| 1Y | +44.4% | +13.8% | +30.6% | +36.2% |
| 3Y | +95.0% | +36.5% | +58.5% | +67.2% |
| 5Y | +111.9% | +119.3% | -7.5% | +57.5% |
| 10Y | +301.2% | +8.0% | +293.3% | +188.2% |
| All | +14,986.9% | +513.8% | +14,473.1% | +5,656.3% |
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