+287.9%
ROST vs FND
+57.9%
+230.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | +0.3% | -6.8% | +7.1% | +2.2% |
| 30D | +0.5% | +8.0% | -7.5% | -1.8% |
| 3M | -5.2% | -18.9% | +13.7% | -0.2% |
| 6M | +9.8% | +4.7% | +5.1% | +6.5% |
| YTD | +29.4% | -21.6% | +51.0% | +34.2% |
| 1Y | +44.4% | -22.0% | +66.4% | +49.8% |
| 3Y | +95.0% | -40.4% | +135.4% | +107.4% |
| 5Y | +111.9% | -63.8% | +175.6% | +147.6% |
| All | +287.9% | +57.9% | +230.0% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling