+70,808.4%
ROST vs EIX
+1,083.9%
+69,724.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +0.9% | -19.1% | +20.0% | +4.7% |
| 30D | -8.9% | -16.9% | +8.0% | -6.2% |
| 3M | -0.8% | -20.0% | +19.2% | +2.8% |
| 6M | +8.5% | -21.3% | +29.8% | +12.7% |
| YTD | +28.6% | -1.7% | +30.3% | +26.9% |
| 1Y | +52.3% | +9.6% | +42.8% | +46.5% |
| 3Y | +94.8% | -3.7% | +98.5% | +89.9% |
| 5Y | +110.8% | +22.6% | +88.2% | +93.8% |
| 10Y | +304.5% | +17.7% | +286.9% | +267.5% |
| All | +70,808.4% | +1,083.9% | +69,724.5% | +36,898.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling