+97.9%
ROST vs DG
+10.3%
+87.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | +0.2% | -2.5% | +2.7% | +0.5% |
| 30D | -10.0% | +1.0% | -11.0% | -10.1% |
| 3M | +1.2% | +20.3% | -19.1% | -0.6% |
| 6M | +8.9% | -11.7% | +20.7% | +9.8% |
| YTD | +28.1% | -2.3% | +30.4% | +27.9% |
| 1Y | +53.0% | +20.0% | +33.0% | +49.8% |
| 3Y | +97.9% | +7.2% | +90.6% | +91.9% |
| All | +97.9% | +10.3% | +87.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling