+138.8%
ROST vs DT
+100.3%
+38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | -6.9% | +3.0% | -9.9% | -7.7% |
| 3M | -3.3% | +26.5% | -29.8% | -9.1% |
| 6M | +9.0% | +35.9% | -26.9% | -0.2% |
| YTD | +28.9% | +17.8% | +11.0% | +21.5% |
| 1Y | +54.0% | +4.1% | +49.9% | +49.5% |
| 3Y | +100.7% | +5.3% | +95.4% | +90.0% |
| 5Y | +116.0% | -27.2% | +143.2% | +113.9% |
| All | +138.8% | +100.3% | +38.5% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling