+96.0%
ROST vs FND
-50.0%
+146.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.2% | -0.8% | -1.5% | -2.1% |
| 30D | -11.4% | -19.6% | +8.2% | -7.9% |
| 3M | -1.6% | -4.3% | +2.7% | -1.6% |
| 6M | +6.8% | -20.4% | +27.3% | +10.1% |
| YTD | +25.8% | -21.9% | +47.7% | +29.3% |
| 1Y | +52.4% | -45.2% | +97.6% | +67.5% |
| All | +96.0% | -50.0% | +146.0% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling