+2,344.3%
ROST vs DG
+617.0%
+1,727.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +0.9% | -2.5% | +3.3% | +1.6% |
| 30D | +5.1% | +7.7% | -2.6% | +2.8% |
| 3M | -4.3% | +13.1% | -17.4% | -7.9% |
| 6M | +9.4% | +32.0% | -22.6% | 0.0% |
| YTD | +32.5% | +3.3% | +29.2% | +29.5% |
| 1Y | +46.9% | +31.7% | +15.2% | +32.6% |
| 3Y | +98.1% | +21.7% | +76.4% | +71.8% |
| 5Y | +116.9% | -34.7% | +151.7% | +134.1% |
| 10Y | +310.9% | +106.7% | +204.1% | +190.0% |
| All | +2,344.3% | +617.0% | +1,727.2% | +1,175.6% |
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 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