+1,884.5%
ROST vs FN
+3,620.5%
-1,736.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -8.9% | -22.0% | +13.1% | -6.4% |
| 3M | -0.8% | -43.0% | +42.2% | +5.4% |
| 6M | +8.5% | -27.7% | +36.2% | +10.2% |
| YTD | +28.6% | -10.5% | +39.1% | +25.8% |
| 1Y | +52.3% | +12.5% | +39.8% | +43.1% |
| 3Y | +94.8% | +153.8% | -59.0% | +54.4% |
| 5Y | +110.8% | +288.0% | -177.2% | +53.0% |
| 10Y | +304.5% | +906.4% | -601.9% | +154.7% |
| All | +1,884.5% | +3,620.5% | -1,736.0% | +972.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling