+101.1%
ROST vs DT
-14.0%
+115.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.2% | -7.5% | +10.7% | +4.0% |
| 30D | +7.4% | -31.5% | +38.9% | +11.2% |
| 3M | -6.1% | -14.0% | +8.0% | -5.2% |
| 6M | +6.2% | +6.9% | -0.6% | +3.9% |
| YTD | +33.4% | +0.3% | +33.1% | +31.6% |
| 1Y | +48.8% | -6.9% | +55.7% | +48.8% |
| All | +101.1% | -14.0% | +115.1% | +97.4% |
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