+111.1%
ROST vs EME
+540.8%
-429.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -10.3% | -8.4% | -1.9% | -8.6% |
| 3M | -2.6% | -3.6% | +1.0% | -2.7% |
| 6M | +6.5% | +3.6% | +3.0% | +3.8% |
| YTD | +25.9% | +22.5% | +3.4% | +16.3% |
| 1Y | +52.3% | +18.2% | +34.2% | +39.9% |
| 3Y | +94.6% | +238.4% | -143.8% | +9.0% |
| 5Y | +111.1% | +550.5% | -439.4% | -22.5% |
| All | +111.1% | +540.8% | -429.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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