+70,808.4%
ROST vs ES
+1,243.3%
+69,565.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -8.9% | -2.0% | -6.9% | -8.5% |
| 3M | -0.8% | +1.7% | -2.5% | -1.4% |
| 6M | +8.5% | -3.5% | +12.0% | +9.1% |
| YTD | +28.6% | +7.9% | +20.7% | +25.4% |
| 1Y | +52.3% | +17.2% | +35.2% | +44.6% |
| 3Y | +94.8% | +29.3% | +65.5% | +77.2% |
| 5Y | +110.8% | -5.7% | +116.5% | +107.4% |
| 10Y | +304.5% | +85.2% | +219.3% | +230.0% |
| All | +70,808.4% | +1,243.3% | +69,565.1% | +42,674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling