+312.1%
ROST vs ENB
+92.6%
+219.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | +0.2% | -4.7% | +4.9% | +2.4% |
| 30D | -6.9% | -5.9% | -1.0% | -4.3% |
| 3M | -3.3% | -14.2% | +10.9% | +3.5% |
| 6M | +9.0% | -8.6% | +17.6% | +12.9% |
| YTD | +28.9% | +3.9% | +25.0% | +24.9% |
| 1Y | +54.0% | +1.8% | +52.2% | +50.5% |
| 3Y | +100.7% | +68.5% | +32.2% | +49.3% |
| 5Y | +116.0% | +62.4% | +53.6% | +61.7% |
| All | +312.1% | +92.6% | +219.5% | +156.1% |
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