+633.0%
ROST vs ESI
+207.0%
+426.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | 0.0% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +6.8% | -6.6% | +13.4% | +8.1% |
| 3M | -4.0% | -9.4% | +5.4% | -2.5% |
| 6M | +12.9% | -24.1% | +37.0% | +18.7% |
| YTD | +34.7% | +37.1% | -2.4% | +20.2% |
| 1Y | +49.5% | +24.5% | +24.9% | +36.6% |
| 3Y | +101.5% | +83.2% | +18.3% | +62.8% |
| 5Y | +120.7% | +44.0% | +76.7% | +86.9% |
| 10Y | +317.8% | +332.8% | -15.0% | +175.8% |
| All | +633.0% | +207.0% | +426.1% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling