+170.5%
ROST vs EOSE
-58.6%
+229.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | -2.2% | +15.0% | -17.2% | -2.9% |
| 30D | -11.4% | +2.5% | -13.9% | -11.7% |
| 3M | -1.6% | -33.7% | +32.1% | -0.4% |
| 6M | +6.8% | -32.7% | +39.6% | +7.0% |
| YTD | +25.8% | -63.8% | +89.6% | +28.6% |
| 1Y | +52.4% | -40.5% | +92.9% | +50.3% |
| 3Y | +94.4% | +50.4% | +44.0% | +72.3% |
| 5Y | +108.2% | -68.6% | +176.8% | +72.6% |
| All | +170.5% | -58.6% | +229.1% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling