+66,398.4%
ROST vs DHI
+12,289.5%
+54,108.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.5% | -6.1% | +3.6% | -1.0% |
| 30D | -10.3% | -10.1% | -0.2% | -8.1% |
| 3M | -2.6% | -7.3% | +4.7% | -1.2% |
| 6M | +6.5% | -6.1% | +12.7% | +7.5% |
| YTD | +25.9% | -5.0% | +31.0% | +26.3% |
| 1Y | +52.3% | -22.1% | +74.4% | +59.8% |
| 3Y | +94.6% | +19.2% | +75.3% | +79.9% |
| 5Y | +111.1% | +59.4% | +51.7% | +79.8% |
| 10Y | +308.9% | +401.8% | -93.0% | +160.2% |
| All | +66,398.4% | +12,289.5% | +54,108.9% | +22,261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling