+100.7%
ROST vs FRSH
-46.4%
+147.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.2% | -6.6% | +6.8% | +0.9% |
| 30D | -6.9% | +2.1% | -9.0% | -7.2% |
| 3M | -3.3% | +29.0% | -32.3% | -6.1% |
| 6M | +9.0% | +48.6% | -39.6% | +3.7% |
| YTD | +28.9% | -2.9% | +31.8% | +28.8% |
| 1Y | +54.0% | -7.9% | +61.9% | +54.8% |
| 3Y | +100.7% | -46.5% | +147.2% | +105.4% |
| All | +100.7% | -46.4% | +147.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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