+50,167.5%
ROST vs EL
+1,821.4%
+48,346.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.7% |
| 7D | +0.3% | +1.5% | -1.3% | -0.2% |
| 30D | +0.5% | +10.0% | -9.5% | -2.4% |
| 3M | -5.2% | +28.4% | -33.7% | -12.7% |
| 6M | +9.8% | +37.1% | -27.2% | -1.2% |
| YTD | +29.4% | +7.8% | +21.6% | +22.7% |
| 1Y | +44.4% | +26.0% | +18.3% | +30.2% |
| 3Y | +95.0% | +3.8% | +91.2% | +74.3% |
| 5Y | +111.9% | -65.2% | +177.0% | +163.3% |
| 10Y | +301.2% | +62.1% | +239.1% | +208.9% |
| All | +50,167.5% | +1,821.4% | +48,346.1% | +19,606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling