+96.0%
ROST vs DD
+42.2%
+53.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | -2.2% | -3.8% | +1.5% | -1.3% |
| 30D | -11.4% | -9.2% | -2.2% | -9.3% |
| 3M | -1.6% | -9.0% | +7.4% | +0.6% |
| 6M | +6.8% | -5.0% | +11.8% | +7.7% |
| YTD | +25.8% | +7.4% | +18.4% | +22.3% |
| 1Y | +52.4% | +35.1% | +17.3% | +39.2% |
| All | +96.0% | +42.2% | +53.8% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling