+44.4%
ROST vs ELF
+53.2%
-8.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.3% | -2.7% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | +0.5% | +9.1% | -8.6% | -0.3% |
| 3M | -5.2% | +28.2% | -33.4% | -7.4% |
| 6M | +9.8% | +119.5% | -109.7% | +2.0% |
| YTD | +29.4% | +55.2% | -25.8% | +22.4% |
| 1Y | +44.4% | +58.6% | -14.2% | +35.9% |
| All | +44.4% | +53.2% | -8.9% | +35.9% |
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