+308.5%
ROST vs EL
+28.8%
+279.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.9% |
| 7D | -2.2% | -2.4% | +0.1% | -1.5% |
| 30D | -11.4% | +13.7% | -25.1% | -15.4% |
| 3M | -1.6% | +14.5% | -16.1% | -6.5% |
| 6M | +6.8% | +7.4% | -0.6% | +2.7% |
| YTD | +25.8% | -4.7% | +30.5% | +23.9% |
| 1Y | +52.4% | +12.9% | +39.5% | +40.6% |
| 3Y | +94.4% | -32.2% | +126.6% | +102.2% |
| 5Y | +108.2% | -68.4% | +176.6% | +204.0% |
| 10Y | +308.5% | +28.3% | +280.2% | +241.7% |
| All | +308.5% | +28.8% | +279.7% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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