+158.6%
ROST vs ELAN
-28.2%
+186.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +1.0% | +2.0% |
| 7D | +0.2% | -5.4% | +5.6% | +1.7% |
| 30D | -6.9% | +4.7% | -11.6% | -8.1% |
| 3M | -3.3% | -3.7% | +0.3% | -2.9% |
| 6M | +9.0% | -1.2% | +10.2% | +7.7% |
| YTD | +28.9% | +2.4% | +26.5% | +25.4% |
| 1Y | +54.0% | +23.4% | +30.6% | +41.8% |
| 3Y | +100.7% | +96.7% | +4.0% | +48.1% |
| 5Y | +116.0% | -30.6% | +146.6% | +134.1% |
| All | +158.6% | -28.2% | +186.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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