+108.2%
ROST vs ESI
+74.4%
+33.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -2.2% | +3.9% | -6.1% | -3.3% |
| 30D | -11.4% | -3.8% | -7.6% | -10.7% |
| 3M | -1.6% | -13.1% | +11.5% | +1.1% |
| 6M | +6.8% | +11.3% | -4.5% | +0.2% |
| YTD | +25.8% | +44.1% | -18.3% | +7.0% |
| 1Y | +52.4% | +40.3% | +12.1% | +30.2% |
| 3Y | +94.4% | +84.1% | +10.3% | +43.0% |
| 5Y | +108.2% | +75.8% | +32.4% | +51.6% |
| All | +108.2% | +74.4% | +33.8% | +51.6% |
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