+306.9%
ROST vs D
+42.6%
+264.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +1.2% | +3.0% | -1.7% | +0.4% |
| 30D | +2.5% | +11.5% | -9.0% | -0.8% |
| 3M | -9.0% | +3.7% | -12.7% | -10.0% |
| 6M | +1.3% | +13.5% | -12.2% | -2.9% |
| YTD | +29.1% | +20.7% | +8.3% | +20.9% |
| 1Y | +45.4% | +18.2% | +27.2% | +37.0% |
| 3Y | +94.9% | +73.3% | +21.5% | +58.6% |
| 5Y | +104.0% | +12.3% | +91.7% | +92.5% |
| All | +306.9% | +42.6% | +264.4% | +267.9% |
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