+70,808.4%
ROST vs D
+2,347.4%
+68,461.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -8.9% | -3.6% | -5.3% | -7.9% |
| 3M | -0.8% | -1.0% | +0.2% | -0.7% |
| 6M | +8.5% | +6.3% | +2.2% | +5.8% |
| YTD | +28.6% | +14.7% | +13.9% | +22.3% |
| 1Y | +52.3% | +16.9% | +35.4% | +43.7% |
| 3Y | +94.8% | +56.8% | +38.0% | +64.0% |
| 5Y | +110.8% | +5.2% | +105.6% | +100.5% |
| 10Y | +304.5% | +35.9% | +268.7% | +246.1% |
| All | +70,808.4% | +2,347.4% | +68,461.0% | +32,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling