+49,856.2%
ROST vs EL
+1,685.7%
+48,170.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -8.9% | +19.8% | -28.7% | -14.2% |
| 3M | -0.8% | +25.7% | -26.5% | -8.0% |
| 6M | +8.5% | +5.4% | +3.0% | +5.1% |
| YTD | +28.6% | +0.2% | +28.4% | +25.0% |
| 1Y | +52.3% | +20.4% | +31.9% | +39.0% |
| 3Y | +94.8% | -32.1% | +127.0% | +98.4% |
| 5Y | +110.8% | -67.2% | +177.9% | +166.9% |
| 10Y | +304.5% | +31.7% | +272.8% | +231.4% |
| All | +49,856.2% | +1,685.7% | +48,170.5% | +19,970.4% |
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