+172.9%
ROST vs ESTC
+24.6%
+148.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.3% |
| 7D | +3.2% | -3.6% | +6.7% | +3.7% |
| 30D | +7.4% | -11.2% | +18.6% | +9.1% |
| 3M | -6.1% | +14.3% | -20.4% | -8.9% |
| 6M | +6.2% | +67.0% | -60.8% | -3.4% |
| YTD | +33.4% | +15.7% | +17.8% | +27.3% |
| 1Y | +48.8% | -6.3% | +55.1% | +46.3% |
| 3Y | +99.5% | +14.5% | +85.0% | +78.5% |
| 5Y | +112.7% | -49.9% | +162.6% | +109.0% |
| All | +172.9% | +24.6% | +148.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling