+3,595.6%
DLR vs ROST
+4,286.0%
-690.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.6% | +0.9% | +0.6% | +1.2% |
| 30D | -3.4% | -8.9% | +5.5% | -0.3% |
| 3M | +0.5% | -0.8% | +1.3% | +0.4% |
| 6M | +4.6% | +8.5% | -3.9% | +0.8% |
| YTD | +23.4% | +28.6% | -5.2% | +11.9% |
| 1Y | +19.0% | +52.3% | -33.3% | +1.2% |
| 3Y | +56.5% | +94.8% | -38.3% | +20.3% |
| 5Y | +33.3% | +110.8% | -77.4% | -4.0% |
| 10Y | +165.1% | +304.5% | -139.4% | +27.4% |
| All | +3,595.6% | +4,286.0% | -690.3% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling