+302.2%
ROST vs D
+35.9%
+266.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | 0.0% | +0.8% | -0.7% | -0.2% |
| 30D | -10.2% | -0.7% | -9.4% | -10.0% |
| 3M | +1.0% | +2.1% | -1.1% | +0.3% |
| 6M | +8.7% | +6.8% | +1.9% | +6.0% |
| YTD | +27.8% | +16.5% | +11.3% | +21.0% |
| 1Y | +52.7% | +19.2% | +33.5% | +43.3% |
| 3Y | +97.5% | +61.9% | +35.6% | +63.8% |
| 5Y | +111.6% | +6.5% | +105.0% | +102.9% |
| 10Y | +302.2% | +35.3% | +266.9% | +266.8% |
| All | +302.2% | +35.9% | +266.3% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling