+108.2%
ROST vs DD
+59.3%
+48.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | -2.2% | -3.8% | +1.5% | -0.8% |
| 30D | -11.4% | -9.2% | -2.2% | -8.2% |
| 3M | -1.6% | -9.0% | +7.4% | +1.6% |
| 6M | +6.8% | -5.0% | +11.8% | +8.0% |
| YTD | +25.8% | +7.4% | +18.4% | +20.4% |
| 1Y | +52.4% | +35.1% | +17.3% | +32.4% |
| 3Y | +94.4% | +43.2% | +51.2% | +59.1% |
| 5Y | +108.2% | +59.6% | +48.6% | +58.9% |
| All | +108.2% | +59.3% | +48.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling