+98.3%
ROST vs DOC
+43.2%
+55.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | +1.3% | +6.2% | -5.0% | +0.3% |
| 30D | +4.9% | +6.5% | -1.6% | +3.8% |
| 3M | -6.9% | -6.2% | -0.7% | -6.0% |
| 6M | +3.8% | +25.6% | -21.8% | -0.6% |
| YTD | +31.4% | +32.1% | -0.7% | +24.2% |
| 1Y | +46.2% | +20.3% | +25.9% | +40.9% |
| All | +98.3% | +43.2% | +55.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling