+52.7%
ROST vs FRMI
-93.1%
+145.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -10.6% | +16.7% | +6.0% |
| 7D | +7.8% | -39.7% | +47.5% | +7.4% |
| 30D | +8.6% | -55.2% | +63.7% | +8.0% |
| 3M | -1.9% | -71.2% | +69.2% | -2.5% |
| 6M | +9.1% | -64.1% | +73.3% | +8.0% |
| YTD | +37.2% | -77.2% | +114.5% | +36.1% |
| 1Y | +52.7% | -93.2% | +145.9% | +48.1% |
| All | +52.7% | -93.1% | +145.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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