+97.9%
ROST vs ENB
+79.6%
+18.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -10.0% | -0.2% | -9.8% | -10.0% |
| 3M | +1.2% | -7.5% | +8.7% | +2.2% |
| 6M | +8.9% | -4.1% | +13.1% | +9.3% |
| YTD | +28.1% | +9.8% | +18.3% | +25.0% |
| 1Y | +53.0% | +8.7% | +44.3% | +49.5% |
| 3Y | +97.9% | +79.0% | +18.9% | +60.6% |
| All | +97.9% | +79.6% | +18.3% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling