+76.5%
DE vs ROST
+93.5%
-17.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | +9.7% | -10.3% | +20.0% | +12.9% |
| 3M | +21.4% | -2.6% | +24.0% | +21.9% |
| 6M | +15.0% | +6.5% | +8.5% | +12.0% |
| YTD | +46.4% | +25.9% | +20.5% | +34.8% |
| 1Y | +45.6% | +52.3% | -6.7% | +25.3% |
| All | +76.5% | +93.5% | -17.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling