+303.0%
ROST vs ES
+85.1%
+217.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.2% | +1.4% | -1.2% | -0.2% |
| 30D | -10.0% | -1.2% | -8.8% | -9.7% |
| 3M | +1.2% | +5.0% | -3.8% | -0.5% |
| 6M | +8.9% | -2.8% | +11.8% | +9.5% |
| YTD | +28.1% | +8.6% | +19.5% | +24.2% |
| 1Y | +53.0% | +18.9% | +34.0% | +43.0% |
| 3Y | +97.9% | +32.1% | +65.7% | +74.7% |
| 5Y | +112.0% | -5.1% | +117.0% | +109.2% |
| 10Y | +303.0% | +84.2% | +218.8% | +241.8% |
| All | +303.0% | +85.1% | +217.8% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling