+71,250.4%
ROST vs DD
+1,141.0%
+70,109.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.3% | +5.0% | -4.7% | -1.3% |
| 30D | +0.5% | +19.7% | -19.2% | -5.5% |
| 3M | -5.2% | +7.2% | -12.4% | -7.7% |
| 6M | +9.8% | +1.0% | +8.8% | +8.8% |
| YTD | +29.4% | +29.1% | +0.3% | +17.4% |
| 1Y | +44.4% | +28.5% | +15.9% | +31.1% |
| 3Y | +95.0% | +89.4% | +5.6% | +51.8% |
| 5Y | +111.9% | +67.1% | +44.7% | +70.5% |
| 10Y | +301.2% | +97.5% | +203.7% | +192.0% |
| All | +71,250.4% | +1,141.0% | +70,109.4% | +28,058.2% |
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