+114.6%
ROST vs EQH
+102.2%
+12.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -6.9% | +2.8% | -9.7% | -7.8% |
| 3M | -3.3% | +23.1% | -26.4% | -10.4% |
| 6M | +9.0% | +41.4% | -32.3% | -4.4% |
| YTD | +28.9% | +14.3% | +14.6% | +21.5% |
| 1Y | +54.0% | +1.6% | +52.4% | +51.0% |
| 3Y | +100.7% | +102.7% | -2.0% | +38.7% |
| All | +114.6% | +102.2% | +12.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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