+108.2%
ROST vs ENB
+68.4%
+39.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -11.4% | -1.1% | -10.4% | -11.2% |
| 3M | -1.6% | -8.5% | +6.8% | +1.1% |
| 6M | +6.8% | -4.5% | +11.4% | +7.9% |
| YTD | +25.8% | +9.1% | +16.7% | +20.5% |
| 1Y | +52.4% | +8.0% | +44.4% | +46.5% |
| 3Y | +94.4% | +77.8% | +16.5% | +46.4% |
| 5Y | +108.2% | +69.4% | +38.8% | +55.8% |
| All | +108.2% | +68.4% | +39.8% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling