+692.6%
ROST vs USFR
+27.5%
+665.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | -0.8% | +1.0% | -1.8% | -1.8% |
| 6M | +8.5% | +1.9% | +6.5% | +6.4% |
| YTD | +28.6% | +2.6% | +26.0% | +25.3% |
| 1Y | +52.3% | +4.0% | +48.3% | +46.4% |
| 3Y | +94.8% | +14.1% | +80.7% | +70.6% |
| 5Y | +110.8% | +20.4% | +90.4% | +75.0% |
| 10Y | +304.5% | +28.0% | +276.5% | +221.1% |
| All | +692.6% | +27.5% | +665.1% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling