+52.7%
ROST vs EAT
+109.8%
-57.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.2% | +5.3% |
| 7D | +7.8% | -0.1% | +7.9% | +7.7% |
| 30D | +8.6% | +13.5% | -5.0% | +6.8% |
| 3M | -1.9% | +1.0% | -2.9% | -2.2% |
| 6M | +9.1% | +57.3% | -48.1% | +2.6% |
| YTD | +37.2% | +53.6% | -16.4% | +29.2% |
| 1Y | +52.7% | +110.8% | -58.1% | +35.5% |
| All | +52.7% | +109.8% | -57.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling