+299.1%
ROST vs ELF
+391.6%
-92.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.3% | -3.0% |
| 7D | +0.3% | +1.6% | -1.3% | 0.0% |
| 30D | +0.5% | +9.1% | -8.6% | -1.1% |
| 3M | -5.2% | +28.2% | -33.4% | -9.5% |
| 6M | +9.8% | +119.5% | -109.7% | -5.1% |
| YTD | +29.4% | +55.2% | -25.8% | +17.3% |
| 1Y | +44.4% | +58.6% | -14.2% | +30.1% |
| 3Y | +95.0% | +21.3% | +73.7% | +63.6% |
| 5Y | +111.9% | +276.2% | -164.4% | +28.0% |
| 10Y | +301.2% | +337.0% | -35.7% | +97.0% |
| All | +299.1% | +391.6% | -92.5% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling