+97.9%
ROST vs EL
-30.9%
+128.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.2% | +1.7% | -1.5% | 0.0% |
| 30D | -10.0% | +15.5% | -25.5% | -12.1% |
| 3M | +1.2% | +20.6% | -19.3% | -1.9% |
| 6M | +8.9% | +10.5% | -1.5% | +6.4% |
| YTD | +28.1% | -1.9% | +29.9% | +26.3% |
| 1Y | +53.0% | +16.1% | +36.9% | +46.7% |
| 3Y | +97.9% | -30.2% | +128.1% | +99.3% |
| All | +97.9% | -30.9% | +128.8% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling