+114.6%
ROST vs DGX
+66.8%
+47.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -6.9% | -1.2% | -5.7% | -6.6% |
| 3M | -3.3% | +15.8% | -19.1% | -6.7% |
| 6M | +9.0% | +18.2% | -9.1% | +4.6% |
| YTD | +28.9% | +37.2% | -8.3% | +18.4% |
| 1Y | +54.0% | +30.4% | +23.6% | +43.3% |
| 3Y | +100.7% | +96.7% | +4.0% | +60.9% |
| All | +114.6% | +66.8% | +47.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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