+111.6%
ROST vs DAR
-8.5%
+120.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -10.2% | +13.0% | -23.1% | -12.2% |
| 3M | +1.0% | +15.0% | -14.0% | -1.8% |
| 6M | +8.7% | +26.8% | -18.1% | +3.5% |
| YTD | +27.8% | +86.4% | -58.6% | +13.0% |
| 1Y | +52.7% | +115.1% | -62.4% | +30.8% |
| 3Y | +97.5% | +14.6% | +82.9% | +89.2% |
| 5Y | +111.6% | -8.8% | +120.4% | +105.7% |
| All | +111.6% | -8.5% | +120.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling