+61,744.8%
ROST vs DVA
+5,081.6%
+56,663.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | -10.0% | -2.0% | -8.0% | -9.7% |
| 3M | +1.2% | -6.3% | +7.5% | +1.8% |
| 6M | +8.9% | +19.4% | -10.5% | +5.2% |
| YTD | +28.1% | +58.5% | -30.4% | +17.9% |
| 1Y | +53.0% | +33.9% | +19.1% | +44.3% |
| 3Y | +97.9% | +88.4% | +9.4% | +74.8% |
| 5Y | +112.0% | +39.5% | +72.5% | +92.4% |
| 10Y | +303.0% | +179.5% | +123.5% | +227.8% |
| All | +61,744.8% | +5,081.6% | +56,663.2% | +42,665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling