+138.3%
ROST vs DT
+103.5%
+34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.6% |
| 30D | -8.9% | +2.0% | -10.9% | -9.5% |
| 3M | -0.8% | +20.0% | -20.8% | -5.5% |
| 6M | +8.5% | +39.3% | -30.8% | -1.3% |
| YTD | +28.6% | +19.8% | +8.8% | +20.9% |
| 1Y | +52.3% | +4.3% | +48.1% | +47.8% |
| 3Y | +94.8% | +7.7% | +87.1% | +83.5% |
| 5Y | +110.8% | -26.8% | +137.6% | +108.6% |
| All | +138.3% | +103.5% | +34.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling