+7,619.0%
ROST vs ELV
+2,594.5%
+5,024.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | -5.2% | +8.4% | -13.6% | -7.6% |
| 6M | +9.8% | +8.4% | +1.4% | +6.3% |
| YTD | +29.4% | +24.4% | +5.0% | +18.8% |
| 1Y | +44.4% | +33.5% | +10.9% | +29.5% |
| 3Y | +95.0% | -2.1% | +97.1% | +86.6% |
| 5Y | +111.9% | +5.8% | +106.1% | +94.4% |
| 10Y | +301.2% | +268.9% | +32.3% | +145.4% |
| All | +7,619.0% | +2,594.5% | +5,024.6% | +2,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling