+312.1%
ROST vs EIX
+19.9%
+292.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.8% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | -6.9% | -19.3% | +12.4% | -2.1% |
| 3M | -3.3% | -21.7% | +18.4% | +2.4% |
| 6M | +9.0% | -19.8% | +28.9% | +14.3% |
| YTD | +28.9% | -3.0% | +31.9% | +25.8% |
| 1Y | +54.0% | +5.1% | +48.9% | +45.6% |
| 3Y | +100.7% | -7.0% | +107.7% | +92.5% |
| 5Y | +116.0% | +22.0% | +94.0% | +82.5% |
| All | +312.1% | +19.9% | +292.2% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling