+163.0%
ROST vs ESTC
+31.2%
+131.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.3% |
| 7D | +0.9% | -8.1% | +9.0% | +2.1% |
| 30D | -8.9% | +31.7% | -40.6% | -13.3% |
| 3M | -0.8% | +41.1% | -41.9% | -6.8% |
| 6M | +8.5% | +77.1% | -68.6% | -2.3% |
| YTD | +28.6% | +21.7% | +6.9% | +22.2% |
| 1Y | +52.3% | +8.4% | +44.0% | +46.4% |
| 3Y | +94.8% | +23.6% | +71.2% | +72.1% |
| 5Y | +110.8% | -46.5% | +157.2% | +105.0% |
| All | +163.0% | +31.2% | +131.8% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling