+316.4%
ROST vs DAR
+269.9%
+46.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.3% |
| 7D | +3.2% | -3.8% | +7.0% | +4.2% |
| 30D | +7.4% | -14.4% | +21.9% | +11.9% |
| 3M | -6.1% | -17.9% | +11.9% | -1.5% |
| 6M | +6.2% | -18.3% | +24.5% | +11.0% |
| YTD | +33.4% | +43.2% | -9.8% | +17.4% |
| 1Y | +48.8% | +57.7% | -8.9% | +26.9% |
| 3Y | +99.5% | +22.7% | +76.8% | +73.2% |
| 5Y | +112.7% | -34.0% | +146.7% | +120.1% |
| 10Y | +316.4% | +279.5% | +37.0% | +125.0% |
| All | +316.4% | +269.9% | +46.5% | +125.0% |
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