+97.5%
ROST vs DRI
+56.7%
+40.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | 0.0% | -1.2% | +1.3% | +0.4% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | +1.0% | +9.5% | -8.5% | -1.9% |
| 6M | +8.7% | +6.5% | +2.3% | +6.4% |
| YTD | +27.8% | +18.4% | +9.4% | +20.7% |
| 1Y | +52.7% | +4.2% | +48.4% | +49.0% |
| 3Y | +97.5% | +57.1% | +40.4% | +62.3% |
| All | +97.5% | +56.7% | +40.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling