+96,148.4%
ROST vs DRI
+7,978.2%
+88,170.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +1.2% | +2.8% | -1.6% | +0.3% |
| 30D | +2.5% | +13.3% | -10.8% | -1.9% |
| 3M | -9.0% | +8.2% | -17.1% | -11.7% |
| 6M | +1.3% | +17.5% | -16.2% | -4.6% |
| YTD | +29.1% | +26.9% | +2.1% | +17.7% |
| 1Y | +45.4% | +31.6% | +13.9% | +30.8% |
| 3Y | +94.9% | +67.0% | +27.9% | +58.0% |
| 5Y | +104.0% | +72.9% | +31.1% | +62.8% |
| 10Y | +314.8% | +371.3% | -56.5% | +124.5% |
| All | +96,148.4% | +7,978.2% | +88,170.2% | +25,836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling