+99,422.2%
ROST vs DRI
+8,060.6%
+91,361.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +3.2% | +4.2% | -1.1% | +1.7% |
| 30D | +7.4% | +15.7% | -8.2% | +2.1% |
| 3M | -6.1% | +5.8% | -11.8% | -8.1% |
| 6M | +6.2% | +18.4% | -12.2% | -0.2% |
| YTD | +33.4% | +28.2% | +5.2% | +21.3% |
| 1Y | +48.8% | +35.9% | +12.9% | +32.4% |
| 3Y | +99.5% | +67.7% | +31.8% | +61.5% |
| 5Y | +112.7% | +77.9% | +34.8% | +68.1% |
| 10Y | +316.4% | +338.7% | -22.2% | +130.1% |
| All | +99,422.2% | +8,060.6% | +91,361.6% | +26,623.3% |
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 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