+301.5%
ROST vs ENB
+109.5%
+192.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.3% | +3.1% | -2.9% | -1.2% |
| 30D | +0.5% | +2.1% | -1.6% | -0.6% |
| 3M | -5.2% | -4.4% | -0.8% | -3.4% |
| 6M | +9.8% | -10.1% | +19.9% | +14.7% |
| YTD | +29.4% | +5.2% | +24.2% | +24.5% |
| 1Y | +44.4% | +4.2% | +40.1% | +39.4% |
| 3Y | +95.0% | +70.1% | +24.9% | +43.9% |
| 5Y | +111.9% | +59.4% | +52.5% | +59.5% |
| All | +301.5% | +109.5% | +192.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling