+52.3%
ROST vs DHI
-16.9%
+69.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.9% | -3.1% | +4.1% | +1.7% |
| 30D | -8.9% | -5.5% | -3.4% | -7.8% |
| 3M | -0.8% | -2.2% | +1.4% | -0.9% |
| 6M | +8.5% | -6.0% | +14.4% | +8.7% |
| YTD | +28.6% | 0.0% | +28.6% | +26.1% |
| 1Y | +52.3% | -18.2% | +70.6% | +53.2% |
| All | +52.3% | -16.9% | +69.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling