+108.2%
ROST vs ELF
+230.6%
-122.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.2% |
| 7D | -2.2% | -6.8% | +4.6% | -1.4% |
| 30D | -11.4% | +5.1% | -16.5% | -12.1% |
| 3M | -1.6% | +79.8% | -81.4% | -9.3% |
| 6M | +6.8% | +29.7% | -22.9% | +2.3% |
| YTD | +25.8% | +31.6% | -5.8% | +19.5% |
| 1Y | +52.4% | -27.9% | +80.3% | +54.9% |
| 3Y | +94.4% | -26.4% | +120.8% | +80.5% |
| 5Y | +108.2% | +235.6% | -127.4% | -2.6% |
| All | +108.2% | +230.6% | -122.4% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling