+97.9%
ROST vs EAT
+612.9%
-515.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | +0.2% | -4.9% | +5.1% | +0.9% |
| 30D | -10.0% | -1.2% | -8.8% | -9.9% |
| 3M | +1.2% | +52.2% | -51.0% | -4.7% |
| 6M | +8.9% | +65.0% | -56.1% | +1.0% |
| YTD | +28.1% | +55.0% | -27.0% | +19.4% |
| 1Y | +53.0% | +42.1% | +10.9% | +44.0% |
| 3Y | +97.9% | +614.7% | -516.9% | +33.5% |
| All | +97.9% | +612.9% | -515.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling