+301.5%
ROST vs DRI
+331.7%
-30.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | +0.5% | +9.7% | -9.2% | -3.7% |
| 3M | -5.2% | +3.2% | -8.4% | -6.9% |
| 6M | +9.8% | +20.6% | -10.7% | 0.0% |
| YTD | +29.4% | +28.3% | +1.1% | +13.5% |
| 1Y | +44.4% | +34.5% | +9.8% | +23.7% |
| 3Y | +95.0% | +66.5% | +28.5% | +45.7% |
| 5Y | +111.9% | +79.6% | +32.2% | +50.6% |
| All | +301.5% | +331.7% | -30.3% | +88.0% |
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