+112.7%
ROST vs ESI
+39.6%
+73.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +3.2% | -6.6% | +9.8% | +4.9% |
| 30D | +7.4% | -9.8% | +17.3% | +9.9% |
| 3M | -6.1% | -11.9% | +5.9% | -3.7% |
| 6M | +6.2% | -25.1% | +31.3% | +12.7% |
| YTD | +33.4% | +31.9% | +1.5% | +15.1% |
| 1Y | +48.8% | +19.2% | +29.6% | +32.7% |
| 3Y | +99.5% | +76.2% | +23.4% | +45.5% |
| 5Y | +112.7% | +39.4% | +73.3% | +69.8% |
| All | +112.7% | +39.6% | +73.1% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling