+94.5%
ROST vs FLUT
-46.2%
+140.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +2.5% | +7.7% | -5.2% | +1.5% |
| 3M | -9.0% | -12.2% | +3.2% | -7.9% |
| 6M | +1.3% | -17.6% | +18.9% | +2.7% |
| YTD | +29.1% | -62.0% | +91.1% | +44.7% |
| 1Y | +45.4% | -62.3% | +107.7% | +62.6% |
| All | +94.5% | -46.2% | +140.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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