+71,068.6%
ROST vs ECL
+14,051.7%
+57,016.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | +2.5% | +8.1% | -5.7% | -1.1% |
| 3M | -9.0% | +6.4% | -15.3% | -11.5% |
| 6M | +1.3% | +14.8% | -13.4% | -5.1% |
| YTD | +29.1% | +15.5% | +13.6% | +20.1% |
| 1Y | +45.4% | +20.1% | +25.3% | +32.8% |
| 3Y | +94.9% | +77.8% | +17.1% | +46.8% |
| 5Y | +104.0% | +37.9% | +66.1% | +69.8% |
| 10Y | +314.8% | +202.7% | +112.2% | +145.7% |
| All | +71,068.6% | +14,051.7% | +57,016.9% | +13,871.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling