+234.1%
ROST vs DBX
+20.1%
+214.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | +0.9% | -2.4% | +3.4% | +1.5% |
| 30D | -8.9% | -0.5% | -8.4% | -8.9% |
| 3M | -0.8% | +28.1% | -28.9% | -6.7% |
| 6M | +8.5% | +33.1% | -24.6% | +0.4% |
| YTD | +28.6% | +25.3% | +3.3% | +20.6% |
| 1Y | +52.3% | +18.3% | +34.0% | +44.3% |
| 3Y | +94.8% | +25.0% | +69.8% | +77.2% |
| 5Y | +110.8% | +7.5% | +103.2% | +92.4% |
| All | +234.1% | +20.1% | +214.0% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling