+111.1%
ROST vs DBX
+8.4%
+102.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -10.3% | +2.8% | -13.1% | -11.1% |
| 3M | -2.6% | +26.8% | -29.4% | -8.9% |
| 6M | +6.5% | +32.8% | -26.2% | -2.5% |
| YTD | +25.9% | +26.1% | -0.2% | +16.9% |
| 1Y | +52.3% | +14.1% | +38.2% | +45.2% |
| 3Y | +94.6% | +25.7% | +68.8% | +71.0% |
| 5Y | +111.1% | +11.2% | +99.9% | +71.7% |
| All | +111.1% | +8.4% | +102.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling