+72,962.7%
ROST vs DD
+1,148.4%
+71,814.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.9% | +6.7% | -5.9% | -1.3% |
| 30D | +5.1% | +19.4% | -14.3% | -1.1% |
| 3M | -4.3% | +7.6% | -11.9% | -6.9% |
| 6M | +9.4% | +2.9% | +6.5% | +7.7% |
| YTD | +32.5% | +29.9% | +2.6% | +19.9% |
| 1Y | +46.9% | +28.6% | +18.2% | +33.4% |
| 3Y | +98.1% | +90.0% | +8.1% | +54.0% |
| 5Y | +116.9% | +68.1% | +48.8% | +74.3% |
| 10Y | +310.9% | +98.7% | +212.1% | +198.4% |
| All | +72,962.7% | +1,148.4% | +71,814.3% | +28,676.6% |
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