+54.0%
ROST vs ELV
+35.4%
+18.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.8% |
| 7D | +0.2% | +2.8% | -2.5% | -0.1% |
| 30D | -6.9% | +4.9% | -11.8% | -7.4% |
| 3M | -3.3% | +4.9% | -8.2% | -4.1% |
| 6M | +9.0% | +45.1% | -36.0% | +2.6% |
| YTD | +28.9% | +20.7% | +8.2% | +23.3% |
| 1Y | +54.0% | +35.0% | +18.9% | +44.4% |
| All | +54.0% | +35.4% | +18.6% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling