+107.6%
ROST vs DOC
-22.1%
+129.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | +1.3% | +6.2% | -5.0% | -0.5% |
| 30D | +4.9% | +6.5% | -1.6% | +3.0% |
| 3M | -6.9% | -6.2% | -0.7% | -5.3% |
| 6M | +3.8% | +25.6% | -21.8% | -3.9% |
| YTD | +31.4% | +32.1% | -0.7% | +19.0% |
| 1Y | +46.2% | +20.3% | +25.9% | +36.7% |
| 3Y | +99.8% | +42.7% | +57.1% | +69.6% |
| 5Y | +107.6% | -22.2% | +129.8% | +147.5% |
| All | +107.6% | -22.1% | +129.7% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling