+7,540.1%
ROST vs ELV
+2,409.5%
+5,130.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -10.0% | +2.0% | -11.9% | -10.5% |
| 3M | +1.2% | -3.5% | +4.7% | +1.7% |
| 6M | +8.9% | +40.2% | -31.2% | -2.8% |
| YTD | +28.1% | +15.8% | +12.2% | +20.3% |
| 1Y | +53.0% | +33.2% | +19.8% | +37.0% |
| 3Y | +97.9% | -6.2% | +104.1% | +91.8% |
| 5Y | +112.0% | +16.4% | +95.6% | +87.9% |
| 10Y | +303.0% | +259.8% | +43.2% | +148.4% |
| All | +7,540.1% | +2,409.5% | +5,130.5% | +2,200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ELV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling