+4,584.5%
ROST vs EMB
+127.1%
+4,457.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +7.4% | +0.9% | +6.5% | +6.8% |
| 3M | -6.1% | -2.1% | -3.9% | -4.5% |
| 6M | +6.2% | -2.2% | +8.4% | +8.1% |
| YTD | +33.4% | -0.6% | +34.1% | +34.2% |
| 1Y | +48.8% | +0.2% | +48.6% | +48.8% |
| 3Y | +99.5% | +29.5% | +70.0% | +65.8% |
| 5Y | +112.7% | +8.0% | +104.7% | +100.0% |
| 10Y | +316.4% | +35.3% | +281.1% | +254.8% |
| All | +4,584.5% | +127.1% | +4,457.4% | +3,606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling