+97.9%
ROST vs ELF
-23.6%
+121.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -10.0% | +5.9% | -15.9% | -10.5% |
| 3M | +1.2% | +99.5% | -98.3% | -4.7% |
| 6M | +8.9% | +26.5% | -17.6% | +6.1% |
| YTD | +28.1% | +37.2% | -9.1% | +23.5% |
| 1Y | +53.0% | -24.4% | +77.4% | +53.6% |
| 3Y | +97.9% | -23.3% | +121.2% | +86.9% |
| All | +97.9% | -23.6% | +121.5% | +86.9% |
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 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