+108.2%
ROST vs DG
-39.5%
+147.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -2.2% | -4.8% | +2.6% | -1.2% |
| 30D | -11.4% | +1.8% | -13.2% | -11.8% |
| 3M | -1.6% | +14.5% | -16.1% | -4.6% |
| 6M | +6.8% | -13.6% | +20.4% | +9.5% |
| YTD | +25.8% | -4.8% | +30.7% | +26.2% |
| 1Y | +52.4% | +21.6% | +30.8% | +44.3% |
| 3Y | +94.4% | +4.5% | +89.9% | +82.7% |
| 5Y | +108.2% | -38.5% | +146.7% | +134.1% |
| All | +108.2% | -39.5% | +147.7% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling