+108.2%
ROST vs EAT
+310.8%
-202.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.1% |
| 7D | -2.2% | -6.8% | +4.6% | -0.7% |
| 30D | -11.4% | -5.4% | -6.1% | -10.6% |
| 3M | -1.6% | +42.8% | -44.4% | -9.5% |
| 6M | +6.8% | +56.5% | -49.7% | -4.6% |
| YTD | +25.8% | +50.0% | -24.2% | +12.9% |
| 1Y | +52.4% | +38.3% | +14.1% | +38.6% |
| 3Y | +94.4% | +591.6% | -497.3% | +5.2% |
| 5Y | +108.2% | +312.6% | -204.4% | +17.3% |
| All | +108.2% | +310.8% | -202.6% | +17.3% |
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