+52.7%
ROST vs DT
-5.1%
+57.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.1% |
| 7D | +7.8% | -25.5% | +33.3% | +7.7% |
| 30D | +8.6% | -22.3% | +30.9% | +8.4% |
| 3M | -1.9% | +2.3% | -4.3% | -2.3% |
| 6M | +9.1% | +20.7% | -11.6% | +8.3% |
| YTD | +37.2% | +7.9% | +29.3% | +36.3% |
| 1Y | +52.7% | -5.7% | +58.5% | +54.8% |
| All | +52.7% | -5.1% | +57.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling