+111.6%
ROST vs ECL
+29.5%
+82.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -10.2% | -2.5% | -7.7% | -9.1% |
| 3M | +1.0% | +8.3% | -7.3% | -3.0% |
| 6M | +8.7% | -1.1% | +9.8% | +8.8% |
| YTD | +27.8% | +6.5% | +21.3% | +23.0% |
| 1Y | +52.7% | +2.1% | +50.6% | +49.7% |
| 3Y | +97.5% | +57.6% | +39.9% | +53.1% |
| 5Y | +111.6% | +28.1% | +83.5% | +80.0% |
| All | +111.6% | +29.5% | +82.1% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling