+52.3%
ROST vs ELF
-31.2%
+83.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.4% |
| 7D | -2.5% | -10.8% | +8.4% | -1.7% |
| 30D | -10.3% | +0.8% | -11.1% | -10.4% |
| 3M | -2.6% | +64.8% | -67.4% | -6.3% |
| 6M | +6.5% | +19.0% | -12.4% | +4.4% |
| YTD | +25.9% | +25.9% | 0.0% | +22.7% |
| 1Y | +52.3% | -28.8% | +81.1% | +53.0% |
| All | +52.3% | -31.2% | +83.5% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling