+70,808.4%
ROST vs DD
+961.9%
+69,846.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | -3.5% | +4.4% | +2.1% |
| 30D | -8.9% | -10.3% | +1.4% | -5.7% |
| 3M | -0.8% | -7.5% | +6.7% | +1.5% |
| 6M | +8.5% | -8.0% | +16.5% | +10.8% |
| YTD | +28.6% | +10.5% | +18.1% | +23.1% |
| 1Y | +52.3% | +38.3% | +14.1% | +35.1% |
| 3Y | +94.8% | +42.5% | +52.4% | +66.8% |
| 5Y | +110.8% | +60.2% | +50.6% | +72.4% |
| 10Y | +304.5% | +68.9% | +235.7% | +210.8% |
| All | +70,808.4% | +961.9% | +69,846.5% | +29,447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling