+99.4%
DE vs ROST
+107.5%
-8.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | +9.7% | -10.3% | +20.0% | +14.0% |
| 3M | +21.4% | -2.6% | +24.0% | +22.0% |
| 6M | +15.0% | +6.5% | +8.5% | +11.2% |
| YTD | +46.4% | +25.9% | +20.5% | +32.2% |
| 1Y | +45.6% | +52.3% | -6.7% | +21.5% |
| 3Y | +76.8% | +94.6% | -17.8% | +30.6% |
| 5Y | +99.4% | +111.1% | -11.7% | +34.6% |
| All | +99.4% | +107.5% | -8.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling