+70,808.4%
ROST vs EFX
+6,408.3%
+64,400.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +5.9% | +1.6% |
| 7D | +0.9% | -8.6% | +9.6% | +3.8% |
| 30D | -8.9% | +0.1% | -9.0% | -9.2% |
| 3M | -0.8% | +3.8% | -4.7% | -2.9% |
| 6M | +8.5% | -13.5% | +22.0% | +12.1% |
| YTD | +28.6% | -17.7% | +46.2% | +33.9% |
| 1Y | +52.3% | -25.6% | +77.9% | +63.2% |
| 3Y | +94.8% | -12.1% | +106.9% | +91.0% |
| 5Y | +110.8% | -33.8% | +144.6% | +123.1% |
| 10Y | +304.5% | +45.1% | +259.4% | +219.3% |
| All | +70,808.4% | +6,408.3% | +64,400.1% | +18,375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling