+95.0%
ROST vs EFX
+4.8%
+90.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +0.5% | +25.1% | -24.6% | -3.3% |
| 3M | -5.2% | +1.7% | -6.9% | -5.7% |
| 6M | +9.8% | +18.4% | -8.5% | +6.0% |
| YTD | +29.4% | -12.5% | +41.9% | +31.4% |
| 1Y | +44.4% | -8.1% | +52.4% | +45.0% |
| 3Y | +95.0% | +4.8% | +90.2% | +69.8% |
| All | +95.0% | +4.8% | +90.2% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling