+311.1%
ROST vs ES
+96.6%
+214.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | +0.9% | -1.1% | +1.9% | +1.2% |
| 30D | +5.1% | +8.2% | -3.1% | +2.6% |
| 3M | -4.3% | +0.6% | -4.9% | -4.6% |
| 6M | +9.4% | +6.0% | +3.4% | +7.1% |
| YTD | +32.5% | +9.3% | +23.2% | +28.0% |
| 1Y | +46.9% | +1.1% | +45.8% | +44.9% |
| 3Y | +98.1% | +51.9% | +46.2% | +66.7% |
| 5Y | +116.9% | +6.5% | +110.5% | +105.1% |
| All | +311.1% | +96.6% | +214.5% | +255.4% |
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