+108.2%
ROST vs ED
+66.4%
+41.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -11.4% | +1.9% | -13.4% | -11.7% |
| 3M | -1.6% | +1.9% | -3.5% | -2.1% |
| 6M | +6.8% | -2.3% | +9.1% | +7.0% |
| YTD | +25.8% | +10.9% | +14.9% | +23.0% |
| 1Y | +52.4% | +14.5% | +37.9% | +47.8% |
| 3Y | +94.4% | +33.4% | +61.0% | +77.6% |
| 5Y | +108.2% | +67.3% | +40.9% | +79.9% |
| All | +108.2% | +66.4% | +41.8% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling