+312.1%
ROST vs DVA
+187.8%
+124.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | -3.3% | -10.9% | +7.6% | -1.5% |
| 6M | +9.0% | +17.3% | -8.2% | +3.1% |
| YTD | +28.9% | +59.8% | -30.9% | +11.5% |
| 1Y | +54.0% | +36.3% | +17.7% | +38.8% |
| 3Y | +100.7% | +88.6% | +12.1% | +59.6% |
| 5Y | +116.0% | +47.5% | +68.5% | +79.6% |
| All | +312.1% | +187.8% | +124.3% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling