+52.3%
ROST vs ENB
+3.8%
+48.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | -0.1% |
| 7D | -2.5% | -4.6% | +2.1% | -2.7% |
| 30D | -10.3% | -5.2% | -5.1% | -10.5% |
| 3M | -2.6% | -13.4% | +10.8% | -3.3% |
| 6M | +6.5% | -7.8% | +14.3% | +6.3% |
| YTD | +25.9% | +4.9% | +21.0% | +25.5% |
| 1Y | +52.3% | +3.2% | +49.1% | +52.7% |
| All | +52.3% | +3.8% | +48.6% | +52.7% |
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