+111.1%
ROST vs DTE
+31.2%
+79.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -2.5% | -2.0% | -0.5% | -2.0% |
| 30D | -10.3% | -2.4% | -7.9% | -9.8% |
| 3M | -2.6% | -7.3% | +4.7% | -0.9% |
| 6M | +6.5% | -7.6% | +14.2% | +8.4% |
| YTD | +25.9% | +5.8% | +20.1% | +23.2% |
| 1Y | +52.3% | +2.3% | +50.0% | +50.3% |
| 3Y | +94.6% | +45.0% | +49.5% | +68.1% |
| 5Y | +111.1% | +33.2% | +77.9% | +88.1% |
| All | +111.1% | +31.2% | +79.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling