+52.3%
ROST vs EOSE
-49.1%
+101.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.6% |
| 7D | +0.9% | +19.0% | -18.1% | +0.6% |
| 30D | -8.9% | +1.6% | -10.5% | -9.0% |
| 3M | -0.8% | -52.0% | +51.2% | +0.3% |
| 6M | +8.5% | -42.5% | +51.0% | +8.1% |
| YTD | +28.6% | -66.1% | +94.7% | +28.5% |
| 1Y | +52.3% | -47.1% | +99.5% | +56.4% |
| All | +52.3% | -49.1% | +101.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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