+112.3%
ROST vs DOCS
-73.4%
+185.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | +0.9% | -1.4% | +2.4% | +1.1% |
| 30D | -8.9% | +21.8% | -30.7% | -11.0% |
| 3M | -0.8% | +27.3% | -28.1% | -3.6% |
| 6M | +8.5% | -0.3% | +8.8% | +7.3% |
| YTD | +28.6% | -40.5% | +69.1% | +33.7% |
| 1Y | +52.3% | -61.5% | +113.9% | +65.4% |
| 3Y | +94.8% | +8.2% | +86.7% | +79.3% |
| All | +112.3% | -73.4% | +185.8% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling