+277.2%
ROST vs FND
+57.3%
+219.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -1.6% | -4.3% | +2.7% | -1.5% |
| 6M | +6.8% | -20.4% | +27.3% | +11.7% |
| YTD | +25.8% | -21.9% | +47.7% | +31.1% |
| 1Y | +52.4% | -45.2% | +97.6% | +74.8% |
| 3Y | +94.4% | -49.2% | +143.6% | +117.2% |
| 5Y | +108.2% | -61.8% | +170.0% | +139.8% |
| All | +277.2% | +57.3% | +219.9% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling