+312.1%
ROST vs EFX
+42.6%
+269.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.1% |
| 7D | +0.2% | -4.5% | +4.8% | +1.8% |
| 30D | -6.9% | -6.1% | -0.8% | -5.1% |
| 3M | -3.3% | +6.2% | -9.5% | -6.2% |
| 6M | +9.0% | -11.2% | +20.3% | +11.9% |
| YTD | +28.9% | -21.4% | +50.3% | +36.9% |
| 1Y | +54.0% | -34.3% | +88.3% | +74.1% |
| 3Y | +100.7% | -12.5% | +113.2% | +93.1% |
| 5Y | +116.0% | -35.6% | +151.6% | +129.7% |
| All | +312.1% | +42.6% | +269.5% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling