+105.8%
ROST vs ESTC
-48.9%
+154.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | +1.2% | -11.5% | +12.7% | +2.7% |
| 30D | +2.5% | -7.5% | +10.0% | +3.3% |
| 3M | -9.0% | +23.1% | -32.0% | -12.1% |
| 6M | +1.3% | +75.3% | -73.9% | -7.2% |
| YTD | +29.1% | +14.1% | +15.0% | +24.4% |
| 1Y | +45.4% | -0.6% | +46.0% | +42.4% |
| 3Y | +94.9% | +20.8% | +74.0% | +74.3% |
| All | +105.8% | -48.9% | +154.7% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling