+100.7%
ROST vs EOSE
+42.6%
+58.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | -6.9% | -6.8% | 0.0% | -6.8% |
| 3M | -3.3% | -36.3% | +33.0% | -2.3% |
| 6M | +9.0% | -38.8% | +47.8% | +9.4% |
| YTD | +28.9% | -65.5% | +94.4% | +30.9% |
| 1Y | +54.0% | -45.3% | +99.3% | +52.3% |
| 3Y | +100.7% | +44.2% | +56.6% | +83.4% |
| All | +100.7% | +42.6% | +58.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling