+317.8%
ROST vs DRI
+339.9%
-22.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +6.8% | +14.7% | -7.9% | +0.2% |
| 3M | -4.0% | +5.4% | -9.4% | -6.7% |
| 6M | +12.9% | +18.8% | -5.9% | +3.5% |
| YTD | +34.7% | +28.4% | +6.4% | +18.2% |
| 1Y | +49.5% | +37.7% | +11.8% | +26.7% |
| 3Y | +101.5% | +68.0% | +33.5% | +49.9% |
| 5Y | +120.7% | +78.8% | +41.9% | +57.3% |
| 10Y | +317.8% | +334.2% | -16.3% | +95.6% |
| All | +317.8% | +339.9% | -22.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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