+599.5%
ROST vs ESI
+224.6%
+374.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.2% |
| 7D | +0.9% | +3.3% | -2.4% | +0.1% |
| 30D | -8.9% | -5.9% | -3.0% | -7.7% |
| 3M | -0.8% | -14.1% | +13.3% | +1.9% |
| 6M | +8.5% | +6.6% | +1.9% | +4.6% |
| YTD | +28.6% | +45.0% | -16.4% | +13.9% |
| 1Y | +52.3% | +41.5% | +10.9% | +35.4% |
| 3Y | +94.8% | +78.8% | +16.1% | +59.5% |
| 5Y | +110.8% | +70.9% | +39.9% | +72.3% |
| 10Y | +304.5% | +317.1% | -12.5% | +166.7% |
| All | +599.5% | +224.6% | +374.9% | +370.8% |
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 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