+120.7%
ROST vs EIX
+16.9%
+103.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.8% | -2.5% | +0.7% | -1.3% |
| 30D | +6.8% | +7.7% | -0.9% | +5.3% |
| 3M | -4.0% | -12.9% | +8.9% | -2.2% |
| 6M | +12.9% | -12.7% | +25.6% | +14.7% |
| YTD | +34.7% | +5.5% | +29.3% | +29.4% |
| 1Y | +49.5% | +9.4% | +40.1% | +42.0% |
| 3Y | +101.5% | +9.7% | +91.8% | +83.7% |
| 5Y | +120.7% | +16.9% | +103.8% | +88.1% |
| All | +120.7% | +16.9% | +103.7% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling