+96.1%
ROST vs FOXA
+115.1%
-19.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -2.5% | -3.7% | +1.3% | -2.0% |
| 30D | -10.3% | +5.4% | -15.6% | -11.0% |
| 3M | -2.6% | -3.7% | +1.1% | -2.4% |
| 6M | +6.5% | +12.6% | -6.0% | +3.3% |
| YTD | +25.9% | -10.0% | +35.9% | +28.1% |
| 1Y | +52.3% | +15.0% | +37.3% | +45.8% |
| All | +96.1% | +115.1% | -19.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling