+108.2%
ROST vs USFR
+20.4%
+87.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -11.4% | +0.3% | -11.7% | -11.5% |
| 3M | -1.6% | +1.0% | -2.6% | -1.8% |
| 6M | +6.8% | +1.9% | +4.9% | +6.4% |
| YTD | +25.8% | +2.7% | +23.2% | +24.8% |
| 1Y | +52.4% | +4.0% | +48.4% | +50.1% |
| 3Y | +94.4% | +14.0% | +80.3% | +86.2% |
| 5Y | +108.2% | +20.4% | +87.8% | +121.7% |
| All | +108.2% | +20.4% | +87.8% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling