+112.3%
ROST vs ESTC
-46.4%
+158.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +0.9% | -8.1% | +9.0% | +1.9% |
| 30D | -8.9% | +31.7% | -40.6% | -12.6% |
| 3M | -0.8% | +41.1% | -41.9% | -5.9% |
| 6M | +8.5% | +77.1% | -68.6% | -0.7% |
| YTD | +28.6% | +21.7% | +6.9% | +23.3% |
| 1Y | +52.3% | +8.4% | +44.0% | +47.6% |
| 3Y | +94.8% | +23.6% | +71.2% | +74.4% |
| All | +112.3% | -46.4% | +158.7% | +95.8% |
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