+2,287.0%
ROST vs DG
+614.5%
+1,672.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +0.5% | +3.2% | -2.8% | -0.5% |
| 3M | -5.2% | +10.4% | -15.7% | -8.2% |
| 6M | +9.8% | +33.2% | -23.3% | +0.2% |
| YTD | +29.4% | +3.0% | +26.4% | +26.6% |
| 1Y | +44.4% | +31.2% | +13.1% | +30.4% |
| 3Y | +95.0% | +21.8% | +73.2% | +69.0% |
| 5Y | +111.9% | -35.0% | +146.8% | +128.8% |
| 10Y | +301.2% | +106.0% | +195.2% | +183.5% |
| All | +2,287.0% | +614.5% | +1,672.4% | +1,147.0% |
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