+19,288.2%
ROST vs DGX
+8,794.8%
+10,493.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | -11.4% | -0.9% | -10.5% | -11.2% |
| 3M | -1.6% | +15.6% | -17.2% | -5.5% |
| 6M | +6.8% | +17.8% | -11.0% | +2.0% |
| YTD | +25.8% | +37.5% | -11.7% | +15.2% |
| 1Y | +52.4% | +31.2% | +21.3% | +41.1% |
| 3Y | +94.4% | +96.6% | -2.2% | +60.2% |
| 5Y | +108.2% | +64.9% | +43.3% | +78.3% |
| 10Y | +308.5% | +254.6% | +53.9% | +184.0% |
| All | +19,288.2% | +8,794.8% | +10,493.5% | +8,404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling