+2,272.2%
ROST vs DG
+606.1%
+1,666.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +0.9% | +8.4% | -7.5% | -1.5% |
| 30D | -8.9% | +4.9% | -13.8% | -10.3% |
| 3M | -0.8% | +29.3% | -30.2% | -8.4% |
| 6M | +8.5% | -11.3% | +19.7% | +11.4% |
| YTD | +28.6% | +1.8% | +26.8% | +26.6% |
| 1Y | +52.3% | +25.3% | +27.0% | +39.6% |
| 3Y | +94.8% | +9.1% | +85.8% | +75.6% |
| 5Y | +110.8% | -34.9% | +145.6% | +127.8% |
| 10Y | +304.5% | +108.2% | +196.4% | +185.3% |
| All | +2,272.2% | +606.1% | +1,666.1% | +1,146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling