+97.5%
ROST vs ED
+35.1%
+62.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -10.2% | +1.1% | -11.2% | -10.2% |
| 3M | +1.0% | +4.6% | -3.6% | +0.9% |
| 6M | +8.7% | -2.0% | +10.7% | +8.7% |
| YTD | +27.8% | +11.7% | +16.1% | +27.5% |
| 1Y | +52.7% | +15.7% | +36.9% | +52.0% |
| 3Y | +97.5% | +34.4% | +63.1% | +92.0% |
| All | +97.5% | +35.1% | +62.3% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling