+95,796.5%
ROST vs DRI
+7,577.6%
+88,218.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | -8.9% | +3.8% | -12.7% | -10.2% |
| 3M | -0.8% | +13.0% | -13.8% | -5.2% |
| 6M | +8.5% | +8.3% | +0.2% | +5.2% |
| YTD | +28.6% | +20.6% | +8.0% | +19.5% |
| 1Y | +52.3% | +6.5% | +45.9% | +47.6% |
| 3Y | +94.8% | +53.7% | +41.1% | +62.8% |
| 5Y | +110.8% | +72.7% | +38.1% | +68.3% |
| 10Y | +304.5% | +363.2% | -58.6% | +120.8% |
| All | +95,796.5% | +7,577.6% | +88,218.8% | +26,246.0% |
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