+316.4%
ROST vs ECL
+196.4%
+120.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +3.2% | +0.4% | +2.7% | +3.0% |
| 30D | +7.4% | +8.6% | -1.2% | +2.5% |
| 3M | -6.1% | +7.9% | -13.9% | -10.1% |
| 6M | +6.2% | +21.0% | -14.8% | -5.4% |
| YTD | +33.4% | +17.5% | +15.9% | +20.2% |
| 1Y | +48.8% | +19.7% | +29.2% | +32.5% |
| 3Y | +99.5% | +77.4% | +22.1% | +36.7% |
| 5Y | +112.7% | +38.7% | +74.0% | +67.2% |
| 10Y | +316.4% | +193.5% | +122.9% | +126.3% |
| All | +316.4% | +196.4% | +120.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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