+103.7%
ROST vs DOCS
-20.2%
+123.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +6.6% | +7.8% | -1.2% | +5.9% |
| 3M | -7.0% | +20.0% | -26.9% | -8.5% |
| 6M | +5.4% | +26.5% | -21.2% | +2.3% |
| YTD | +32.4% | -25.8% | +58.1% | +34.4% |
| 1Y | +48.4% | -39.5% | +87.8% | +53.4% |
| 3Y | +99.5% | +60.3% | +39.1% | +79.4% |
| 5Y | +109.9% | -57.0% | +166.9% | +101.1% |
| All | +103.7% | -20.2% | +123.9% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling