+111.1%
ROST vs DVA
+40.8%
+70.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -10.3% | +1.7% | -12.0% | -10.5% |
| 3M | -2.6% | -8.7% | +6.1% | -1.8% |
| 6M | +6.5% | +19.7% | -13.1% | +2.4% |
| YTD | +25.9% | +59.6% | -33.7% | +14.6% |
| 1Y | +52.3% | +37.1% | +15.2% | +42.4% |
| 3Y | +94.6% | +89.8% | +4.8% | +68.1% |
| 5Y | +111.1% | +47.4% | +63.7% | +105.8% |
| All | +111.1% | +40.8% | +70.3% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling