+73,489.2%
ROST vs ENB
+11,245.8%
+62,243.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +3.2% | -2.4% | +5.6% | +3.9% |
| 30D | +7.4% | +2.5% | +4.9% | +6.7% |
| 3M | -6.1% | -5.8% | -0.3% | -4.7% |
| 6M | +6.2% | -8.5% | +14.7% | +8.4% |
| YTD | +33.4% | +3.9% | +29.6% | +31.3% |
| 1Y | +48.8% | +3.7% | +45.1% | +46.4% |
| 3Y | +99.5% | +70.1% | +29.5% | +70.8% |
| 5Y | +112.7% | +53.2% | +59.5% | +86.6% |
| 10Y | +316.4% | +100.2% | +216.2% | +235.2% |
| All | +73,489.2% | +11,245.8% | +62,243.4% | +41,878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling