+108.4%
ROST vs FRSH
-72.4%
+180.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -2.2% | -9.6% | +7.3% | -0.8% |
| 30D | -11.4% | -0.4% | -11.0% | -11.6% |
| 3M | -1.6% | +27.2% | -28.8% | -5.5% |
| 6M | +6.8% | +42.2% | -35.4% | +0.2% |
| YTD | +25.8% | -2.6% | +28.4% | +24.5% |
| 1Y | +52.4% | -10.2% | +62.6% | +52.5% |
| 3Y | +94.4% | -45.5% | +139.9% | +105.2% |
| All | +108.4% | -72.4% | +180.8% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling