+52.3%
ROST vs DG
+23.4%
+28.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.9% | +8.4% | -7.5% | -0.4% |
| 30D | -8.9% | +4.9% | -13.8% | -9.7% |
| 3M | -0.8% | +29.3% | -30.2% | -4.8% |
| 6M | +8.5% | -11.3% | +19.7% | +9.7% |
| YTD | +28.6% | +1.8% | +26.8% | +27.7% |
| 1Y | +52.3% | +25.3% | +27.0% | +43.8% |
| All | +52.3% | +23.4% | +28.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling