+52.3%
ROST vs ENB
+7.5%
+44.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.5% |
| 7D | +0.9% | -0.2% | +1.2% | +0.9% |
| 30D | -8.9% | -2.2% | -6.7% | -9.0% |
| 3M | -0.8% | -10.5% | +9.7% | -1.4% |
| 6M | +8.5% | -5.1% | +13.5% | +8.4% |
| YTD | +28.6% | +9.0% | +19.6% | +28.4% |
| 1Y | +52.3% | +8.2% | +44.1% | +52.0% |
| All | +52.3% | +7.5% | +44.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling