+46.9%
ROST vs DD
+29.4%
+17.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.9% | +6.7% | -5.9% | -0.5% |
| 30D | +5.1% | +19.4% | -14.3% | +1.1% |
| 3M | -4.3% | +7.6% | -11.9% | -5.6% |
| 6M | +9.4% | +2.9% | +6.5% | +8.7% |
| YTD | +32.5% | +29.9% | +2.6% | +16.7% |
| 1Y | +46.9% | +28.6% | +18.2% | +30.1% |
| All | +46.9% | +29.4% | +17.5% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling