+96.0%
ROST vs DVA
+91.2%
+4.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | -11.4% | -0.4% | -11.1% | -11.4% |
| 3M | -1.6% | -7.7% | +6.0% | -1.3% |
| 6M | +6.8% | +20.0% | -13.1% | +3.8% |
| YTD | +25.8% | +61.1% | -35.3% | +17.4% |
| 1Y | +52.4% | +33.9% | +18.5% | +45.8% |
| All | +96.0% | +91.2% | +4.8% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling