+70,808.4%
ROST vs ED
+2,217.3%
+68,591.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -0.8% | +3.9% | -4.8% | -2.4% |
| 6M | +8.5% | -3.0% | +11.5% | +9.2% |
| YTD | +28.6% | +10.7% | +17.9% | +23.5% |
| 1Y | +52.3% | +13.3% | +39.0% | +44.7% |
| 3Y | +94.8% | +34.5% | +60.3% | +71.2% |
| 5Y | +110.8% | +67.1% | +43.6% | +69.4% |
| 10Y | +304.5% | +103.0% | +201.5% | +191.7% |
| All | +70,808.4% | +2,217.3% | +68,591.1% | +18,936.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling