+44.4%
ROST vs EAT
+75.7%
-31.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.3% | -4.0% | +4.2% | +0.8% |
| 30D | +0.5% | -2.9% | +3.4% | +0.8% |
| 3M | -5.2% | -16.9% | +11.6% | -3.0% |
| 6M | +9.8% | +57.0% | -47.1% | +3.1% |
| YTD | +29.4% | +38.2% | -8.8% | +23.0% |
| 1Y | +44.4% | +69.3% | -24.9% | +32.1% |
| All | +44.4% | +75.7% | -31.3% | +32.1% |
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 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