+97.5%
ROST vs EMB
+30.2%
+67.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.3% |
| 30D | -10.2% | -0.5% | -9.7% | -9.7% |
| 3M | +1.0% | +0.3% | +0.7% | +0.7% |
| 6M | +8.7% | +1.2% | +7.6% | +7.4% |
| YTD | +27.8% | +1.5% | +26.3% | +26.0% |
| 1Y | +52.7% | +4.8% | +47.9% | +45.8% |
| 3Y | +97.5% | +30.4% | +67.1% | +62.1% |
| All | +97.5% | +30.2% | +67.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling