+96.0%
ROST vs DBX
+23.5%
+72.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -11.4% | 0.0% | -11.4% | -11.5% |
| 3M | -1.6% | +26.1% | -27.7% | -4.6% |
| 6M | +6.8% | +29.4% | -22.5% | +3.1% |
| YTD | +25.8% | +24.4% | +1.4% | +22.1% |
| 1Y | +52.4% | +10.9% | +41.5% | +50.5% |
| All | +96.0% | +23.5% | +72.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling