+301.5%
ROST vs EAT
+320.8%
-19.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.3% | -4.0% | +4.2% | +1.3% |
| 30D | +0.5% | -2.9% | +3.4% | +0.9% |
| 3M | -5.2% | -16.9% | +11.6% | -1.2% |
| 6M | +9.8% | +57.0% | -47.1% | -4.4% |
| YTD | +29.4% | +38.2% | -8.8% | +14.9% |
| 1Y | +44.4% | +69.3% | -24.9% | +20.7% |
| 3Y | +95.0% | +483.0% | -388.0% | +5.3% |
| 5Y | +111.9% | +364.1% | -252.3% | +15.8% |
| All | +301.5% | +320.8% | -19.3% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling