+112.0%
ROST vs USFR
+21.4%
+90.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | -5.2% | +1.1% | -6.3% | -5.4% |
| 6M | +9.8% | +2.0% | +7.8% | +9.5% |
| YTD | +29.4% | +3.5% | +25.9% | +28.3% |
| 1Y | +44.4% | +4.1% | +40.3% | +42.6% |
| 3Y | +95.0% | +14.4% | +80.6% | +86.8% |
| All | +112.0% | +21.4% | +90.6% | +126.7% |
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