+49.5%
ROST vs ESI
+23.9%
+25.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.6% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | +6.8% | -6.6% | +13.4% | +7.3% |
| 3M | -4.0% | -9.4% | +5.4% | -3.4% |
| 6M | +12.9% | -24.1% | +37.0% | +16.2% |
| YTD | +34.7% | +37.1% | -2.4% | +17.4% |
| 1Y | +49.5% | +24.5% | +24.9% | +35.8% |
| All | +49.5% | +23.9% | +25.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling