+104.6%
ROST vs DRI
+73.9%
+30.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | +1.2% | +2.8% | -1.6% | 0.0% |
| 30D | +2.5% | +13.3% | -10.8% | -3.1% |
| 3M | -9.0% | +8.2% | -17.1% | -12.5% |
| 6M | +1.3% | +17.5% | -16.2% | -6.4% |
| YTD | +29.1% | +26.9% | +2.1% | +13.9% |
| 1Y | +45.4% | +31.6% | +13.9% | +26.0% |
| 3Y | +94.9% | +67.0% | +27.9% | +41.6% |
| All | +104.6% | +73.9% | +30.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling