+114.6%
ROST vs EOSE
-70.0%
+184.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 6M | +9.0% | -38.8% | +47.8% | +9.8% |
| YTD | +28.9% | -65.5% | +94.4% | +32.3% |
| 1Y | +54.0% | -45.3% | +99.3% | +52.1% |
| 3Y | +100.7% | +44.2% | +56.6% | +75.1% |
| All | +114.6% | -70.0% | +184.6% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling