+45.4%
ROST vs DOCS
-49.1%
+94.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.7% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +2.5% | +17.4% | -14.9% | +2.4% |
| 3M | -9.0% | +57.4% | -66.3% | -9.3% |
| 6M | +1.3% | +26.5% | -25.2% | +1.3% |
| YTD | +29.1% | -26.6% | +55.6% | +36.0% |
| 1Y | +45.4% | -48.1% | +93.5% | +64.0% |
| All | +45.4% | -49.1% | +94.6% | +64.0% |
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