+70,520.4%
ROST vs DTE
+3,521.9%
+66,998.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | -10.0% | -1.9% | -8.1% | -9.4% |
| 3M | +1.2% | -3.3% | +4.5% | +2.3% |
| 6M | +8.9% | -7.1% | +16.1% | +11.7% |
| YTD | +28.1% | +8.1% | +20.0% | +23.1% |
| 1Y | +53.0% | +5.3% | +47.7% | +48.4% |
| 3Y | +97.9% | +48.2% | +49.7% | +63.1% |
| 5Y | +112.0% | +33.2% | +78.7% | +81.1% |
| 10Y | +303.0% | +137.5% | +165.4% | +168.9% |
| All | +70,520.4% | +3,521.9% | +66,998.5% | +19,320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling