+71,250.4%
ROST vs EIX
+1,175.7%
+70,074.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +0.5% | +8.5% | -8.1% | -1.3% |
| 3M | -5.2% | -13.5% | +8.2% | -3.3% |
| 6M | +9.8% | -12.4% | +22.2% | +11.5% |
| YTD | +29.4% | +5.9% | +23.5% | +25.6% |
| 1Y | +44.4% | +7.6% | +36.8% | +39.5% |
| 3Y | +95.0% | +12.8% | +82.2% | +83.6% |
| 5Y | +111.9% | +19.2% | +92.6% | +95.9% |
| 10Y | +301.2% | +34.9% | +266.4% | +254.6% |
| All | +71,250.4% | +1,175.7% | +70,074.6% | +36,503.5% |
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