+52.7%
ROST vs DOCS
-47.4%
+100.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.2% | +6.0% |
| 7D | +7.8% | +1.2% | +6.6% | +7.7% |
| 30D | +8.6% | +21.3% | -12.8% | +8.3% |
| 3M | -1.9% | +58.4% | -60.3% | -2.4% |
| 6M | +9.1% | +39.3% | -30.1% | +8.9% |
| YTD | +37.2% | -21.7% | +58.9% | +44.6% |
| 1Y | +52.7% | -47.3% | +100.1% | +76.6% |
| All | +52.7% | -47.4% | +100.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling