+170.6%
ROST vs FOXA
+90.3%
+80.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -10.2% | +2.3% | -12.5% | -11.1% |
| 3M | +1.0% | -2.8% | +3.9% | +0.9% |
| 6M | +8.7% | +9.6% | -0.9% | +2.6% |
| YTD | +27.8% | -9.9% | +37.7% | +30.1% |
| 1Y | +52.7% | +5.4% | +47.3% | +44.7% |
| 3Y | +97.5% | +115.3% | -17.8% | +32.6% |
| 5Y | +111.6% | +93.1% | +18.5% | +46.6% |
| All | +170.6% | +90.3% | +80.3% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling