+52.4%
ROST vs EIX
+13.6%
+38.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | -2.2% | +4.1% | -6.3% | -2.4% |
| 30D | -11.4% | -15.3% | +3.9% | -11.2% |
| 3M | -1.6% | -18.4% | +16.8% | -0.9% |
| 6M | +6.8% | -16.8% | +23.7% | +7.4% |
| YTD | +25.8% | -0.6% | +26.4% | +23.2% |
| 1Y | +52.4% | +10.7% | +41.8% | +44.2% |
| All | +52.4% | +13.6% | +38.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling