+96.0%
ROST vs DT
+6.3%
+89.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -11.4% | +0.1% | -11.5% | -11.5% |
| 3M | -1.6% | +24.1% | -25.7% | -4.6% |
| 6M | +6.8% | +30.1% | -23.3% | +2.4% |
| YTD | +25.8% | +16.8% | +9.1% | +22.7% |
| 1Y | +52.4% | -0.1% | +52.5% | +52.9% |
| All | +96.0% | +6.3% | +89.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling