+44.4%
ROST vs FND
-24.7%
+69.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | +0.3% | -6.8% | +7.1% | +1.5% |
| 30D | +0.5% | +8.0% | -7.5% | -0.6% |
| 3M | -5.2% | -18.9% | +13.7% | -2.4% |
| 6M | +9.8% | +4.7% | +5.1% | +7.7% |
| YTD | +29.4% | -21.6% | +51.0% | +27.5% |
| 1Y | +44.4% | -22.0% | +66.4% | +42.1% |
| All | +44.4% | -24.7% | +69.0% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling