+64,840.7%
ROST vs DAR
+1,448.0%
+63,392.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.7% |
| 7D | -1.8% | +3.6% | -5.4% | -2.0% |
| 30D | +6.8% | -11.3% | +18.1% | +7.5% |
| 3M | -4.0% | -13.1% | +9.1% | -3.3% |
| 6M | +12.9% | -15.1% | +28.0% | +13.7% |
| YTD | +34.7% | +50.5% | -15.8% | +31.1% |
| 1Y | +49.5% | +57.9% | -8.4% | +45.0% |
| 3Y | +101.5% | +28.9% | +72.5% | +96.0% |
| 5Y | +120.7% | -31.4% | +152.1% | +121.4% |
| 10Y | +317.8% | +301.0% | +16.8% | +285.2% |
| All | +64,840.7% | +1,448.0% | +63,392.7% | +69,640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling