+108.2%
ROST vs DRI
+68.4%
+39.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.0% |
| 7D | -2.2% | -4.8% | +2.6% | 0.0% |
| 30D | -11.4% | -3.9% | -7.5% | -9.9% |
| 3M | -1.6% | +5.1% | -6.7% | -4.1% |
| 6M | +6.8% | +5.5% | +1.3% | +3.7% |
| YTD | +25.8% | +16.5% | +9.3% | +15.9% |
| 1Y | +52.4% | +2.0% | +50.4% | +48.9% |
| 3Y | +94.4% | +54.5% | +39.9% | +47.4% |
| 5Y | +108.2% | +66.6% | +41.6% | +43.7% |
| All | +108.2% | +68.4% | +39.8% | +43.7% |
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