+112.3%
ROST vs DOC
-24.5%
+136.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | -8.9% | -4.8% | -4.1% | -7.7% |
| 3M | -0.8% | +6.9% | -7.7% | -3.0% |
| 6M | +8.5% | +20.7% | -12.3% | +1.7% |
| YTD | +28.6% | +34.1% | -5.6% | +16.1% |
| 1Y | +52.3% | +22.6% | +29.7% | +41.5% |
| 3Y | +94.8% | +20.8% | +74.0% | +80.1% |
| All | +112.3% | -24.5% | +136.9% | +150.5% |
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