+311.1%
ROST vs EL
+60.4%
+250.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +0.9% | +2.7% | -1.8% | 0.0% |
| 30D | +5.1% | +10.8% | -5.7% | +1.7% |
| 3M | -4.3% | +26.5% | -30.7% | -11.8% |
| 6M | +9.4% | +31.1% | -21.7% | -0.8% |
| YTD | +32.5% | +6.6% | +25.9% | +25.6% |
| 1Y | +46.9% | +21.8% | +25.1% | +32.8% |
| 3Y | +98.1% | +1.8% | +96.4% | +75.8% |
| 5Y | +116.9% | -65.6% | +182.5% | +210.9% |
| All | +311.1% | +60.4% | +250.7% | +226.2% |
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