+312.1%
ROST vs DHI
+414.5%
-102.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +0.2% | -3.4% | +3.6% | +1.4% |
| 30D | -6.9% | -5.4% | -1.4% | -5.1% |
| 3M | -3.3% | -10.4% | +7.1% | -0.1% |
| 6M | +9.0% | -2.8% | +11.8% | +8.9% |
| YTD | +28.9% | -3.4% | +32.3% | +28.3% |
| 1Y | +54.0% | -22.9% | +76.9% | +65.7% |
| 3Y | +100.7% | +20.7% | +80.0% | +73.3% |
| 5Y | +116.0% | +62.1% | +53.9% | +59.8% |
| All | +312.1% | +414.5% | -102.4% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling