+91,496.4%
ROST vs EME
+60,670.1%
+30,826.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | -10.3% | -8.4% | -1.9% | -8.3% |
| 3M | -2.6% | -3.6% | +1.0% | -2.9% |
| 6M | +6.5% | +3.6% | +3.0% | +3.6% |
| YTD | +25.9% | +22.5% | +3.4% | +16.1% |
| 1Y | +52.3% | +18.2% | +34.2% | +40.2% |
| 3Y | +94.6% | +238.4% | -143.8% | +26.6% |
| 5Y | +111.1% | +550.5% | -439.4% | +12.4% |
| 10Y | +308.9% | +1,295.3% | -986.4% | +73.8% |
| All | +91,496.4% | +60,670.1% | +30,826.3% | +25,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling