+317.8%
ROST vs EIX
+34.4%
+283.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.8% | -2.5% | +0.7% | -1.0% |
| 30D | +6.8% | +7.7% | -0.9% | +4.4% |
| 3M | -4.0% | -12.9% | +8.9% | -1.5% |
| 6M | +12.9% | -12.7% | +25.6% | +15.4% |
| YTD | +34.7% | +5.5% | +29.3% | +28.0% |
| 1Y | +49.5% | +9.4% | +40.1% | +40.1% |
| 3Y | +101.5% | +9.7% | +91.8% | +82.1% |
| 5Y | +120.7% | +16.9% | +103.8% | +91.1% |
| 10Y | +317.8% | +34.3% | +283.6% | +222.3% |
| All | +317.8% | +34.4% | +283.5% | +222.3% |
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