+302.7%
ROST vs DD
+67.0%
+235.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.2% |
| 30D | -10.3% | -11.5% | +1.2% | -5.5% |
| 3M | -2.6% | -5.4% | +2.8% | -0.5% |
| 6M | +6.5% | -6.9% | +13.4% | +8.9% |
| YTD | +25.9% | +6.9% | +19.0% | +20.2% |
| 1Y | +52.3% | +35.6% | +16.7% | +30.1% |
| 3Y | +94.6% | +42.5% | +52.0% | +56.2% |
| 5Y | +111.1% | +58.5% | +52.6% | +57.7% |
| All | +302.7% | +67.0% | +235.7% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling