+302.7%
ROST vs DAR
+375.1%
-72.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | -10.3% | +6.4% | -16.7% | -12.1% |
| 3M | -2.6% | +13.2% | -15.8% | -6.7% |
| 6M | +6.5% | +26.2% | -19.6% | -1.6% |
| YTD | +25.9% | +84.4% | -58.4% | +3.8% |
| 1Y | +52.3% | +112.0% | -59.7% | +19.5% |
| 3Y | +94.6% | +13.4% | +81.2% | +77.5% |
| 5Y | +111.1% | -6.0% | +117.1% | +95.5% |
| All | +302.7% | +375.1% | -72.4% | +103.8% |
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