+301.5%
ROST vs DAR
+311.7%
-10.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.7% |
| 7D | +0.3% | +11.6% | -11.3% | -2.8% |
| 30D | +0.5% | -10.2% | +10.7% | +3.3% |
| 3M | -5.2% | -14.8% | +9.6% | -1.6% |
| 6M | +9.8% | -10.1% | +19.9% | +11.6% |
| YTD | +29.4% | +55.5% | -26.1% | +11.2% |
| 1Y | +44.4% | +61.7% | -17.3% | +22.4% |
| 3Y | +95.0% | +37.2% | +57.8% | +63.6% |
| 5Y | +111.9% | -26.9% | +138.8% | +112.6% |
| All | +301.5% | +311.7% | -10.2% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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