+75,580.4%
ROST vs DOC
+2,934.4%
+72,646.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +5.1% |
| 7D | +7.8% | +8.7% | -0.9% | +5.0% |
| 30D | +8.6% | +7.6% | +0.9% | +6.0% |
| 3M | -1.9% | -5.3% | +3.3% | -0.4% |
| 6M | +9.1% | +27.6% | -18.5% | 0.0% |
| YTD | +37.2% | +32.4% | +4.8% | +23.8% |
| 1Y | +52.7% | +22.9% | +29.9% | +41.1% |
| 3Y | +108.7% | +43.1% | +65.6% | +80.1% |
| 5Y | +120.7% | -21.4% | +142.1% | +129.3% |
| 10Y | +341.1% | +16.8% | +324.3% | +295.0% |
| All | +75,580.4% | +2,934.4% | +72,646.0% | +28,023.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling