+52.3%
ROST vs EFX
-25.2%
+77.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +5.9% | +0.2% |
| 7D | +0.9% | -8.6% | +9.6% | +1.7% |
| 30D | -8.9% | +0.1% | -9.0% | -9.0% |
| 3M | -0.8% | +3.8% | -4.7% | -1.4% |
| 6M | +8.5% | -13.5% | +22.0% | +9.2% |
| YTD | +28.6% | -17.7% | +46.2% | +30.5% |
| 1Y | +52.3% | -25.6% | +77.9% | +52.3% |
| All | +52.3% | -25.2% | +77.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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