+112.0%
ROST vs EAT
+363.9%
-252.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.3% | -4.0% | +4.2% | +1.1% |
| 30D | +0.5% | -2.9% | +3.4% | +0.9% |
| 3M | -5.2% | -16.9% | +11.6% | -1.9% |
| 6M | +9.8% | +57.0% | -47.1% | -1.9% |
| YTD | +29.4% | +38.2% | -8.8% | +17.5% |
| 1Y | +44.4% | +69.3% | -24.9% | +24.6% |
| 3Y | +95.0% | +483.0% | -388.0% | +8.8% |
| All | +112.0% | +363.9% | -252.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling