+697.6%
ROST vs USFR
+28.6%
+669.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.5% | +0.4% | +0.1% | +0.1% |
| 3M | -5.2% | +1.1% | -6.3% | -6.2% |
| 6M | +9.8% | +2.0% | +7.8% | +7.6% |
| YTD | +29.4% | +3.5% | +25.9% | +25.0% |
| 1Y | +44.4% | +4.1% | +40.3% | +38.7% |
| 3Y | +95.0% | +14.4% | +80.6% | +70.4% |
| 5Y | +111.9% | +21.4% | +90.4% | +74.4% |
| 10Y | +301.2% | +28.6% | +272.7% | +216.4% |
| All | +697.6% | +28.6% | +669.0% | +525.5% |
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