+43.6%
DE vs ROST
+55.6%
-12.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -0.6% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +9.0% | -6.9% | +15.9% | +9.8% |
| 3M | +19.1% | -3.3% | +22.5% | +20.0% |
| 6M | +14.4% | +9.0% | +5.3% | +12.7% |
| YTD | +45.9% | +28.9% | +17.1% | +40.3% |
| 1Y | +43.6% | +54.0% | -10.4% | +36.0% |
| All | +43.6% | +55.6% | -12.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling