+52.7%
ROST vs FOXA
+11.1%
+41.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.3% | +5.9% |
| 7D | +7.8% | +9.9% | -2.1% | +7.3% |
| 30D | +8.6% | +10.0% | -1.4% | +8.1% |
| 3M | -1.9% | +18.4% | -20.3% | -2.3% |
| 6M | +9.1% | +12.2% | -3.0% | +8.3% |
| YTD | +37.2% | -3.8% | +41.0% | +40.9% |
| 1Y | +52.7% | +8.9% | +43.8% | +50.1% |
| All | +52.7% | +11.1% | +41.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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