+49.5%
ROST vs FN
-19.6%
+69.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.9% |
| 7D | -1.8% | +8.0% | -9.8% | -2.0% |
| 30D | +6.8% | -19.1% | +26.0% | +7.2% |
| 3M | -4.0% | -29.8% | +25.8% | -3.5% |
| 6M | +12.9% | -43.2% | +56.1% | +14.9% |
| YTD | +34.7% | -18.9% | +53.7% | +33.1% |
| 1Y | +49.5% | -17.9% | +67.4% | +47.9% |
| All | +49.5% | -19.6% | +69.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling