+303.0%
ROST vs D
+35.9%
+267.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.2% | +0.8% | -0.5% | 0.0% |
| 30D | -10.0% | -0.7% | -9.2% | -9.8% |
| 3M | +1.2% | +2.1% | -0.9% | +0.4% |
| 6M | +8.9% | +6.8% | +2.1% | +6.2% |
| YTD | +28.1% | +16.5% | +11.5% | +21.3% |
| 1Y | +53.0% | +19.2% | +33.8% | +43.5% |
| 3Y | +97.9% | +61.9% | +36.0% | +64.1% |
| 5Y | +112.0% | +6.5% | +105.4% | +103.3% |
| 10Y | +303.0% | +35.3% | +267.7% | +267.5% |
| All | +303.0% | +35.9% | +267.1% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling