+96.6%
ROST vs FN
+158.4%
-61.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -8.9% | -22.0% | +13.1% | -7.6% |
| 3M | -0.8% | -43.0% | +42.2% | +3.1% |
| 6M | +8.5% | -27.7% | +36.2% | +9.3% |
| YTD | +28.6% | -10.5% | +39.1% | +26.3% |
| 1Y | +52.3% | +12.5% | +39.8% | +45.3% |
| All | +96.6% | +158.4% | -61.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling