+54.0%
ROST vs DG
+19.2%
+34.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | +0.2% | -6.5% | +6.7% | +1.3% |
| 30D | -6.9% | +4.2% | -11.0% | -7.5% |
| 3M | -3.3% | +9.5% | -12.8% | -4.7% |
| 6M | +9.0% | -13.1% | +22.2% | +10.8% |
| YTD | +28.9% | -4.8% | +33.7% | +29.4% |
| 1Y | +54.0% | +20.6% | +33.4% | +46.6% |
| All | +54.0% | +19.2% | +34.8% | +46.6% |
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