+99.5%
ROST vs ELF
+19.7%
+79.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.2% | +6.3% | -3.1% | +2.7% |
| 30D | +7.4% | +8.5% | -1.1% | +6.7% |
| 3M | -6.1% | +24.4% | -30.5% | -7.8% |
| 6M | +6.2% | +94.7% | -88.5% | +0.2% |
| YTD | +33.4% | +55.9% | -22.4% | +27.4% |
| 1Y | +48.8% | +48.4% | +0.4% | +42.4% |
| 3Y | +99.5% | +24.6% | +74.9% | +77.0% |
| All | +99.5% | +19.7% | +79.8% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling