+112.5%
NET vs ROST
+111.8%
+0.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | -7.0% | +0.9% | -7.9% | -7.6% |
| 30D | -4.8% | -8.9% | +4.1% | +1.2% |
| 3M | +3.8% | -0.8% | +4.6% | +3.1% |
| 6M | +50.0% | +8.5% | +41.6% | +37.0% |
| YTD | +41.5% | +28.6% | +12.9% | +12.1% |
| 1Y | +32.8% | +52.3% | -19.5% | -9.0% |
| 3Y | +335.9% | +94.8% | +241.0% | +128.2% |
| All | +112.5% | +111.8% | +0.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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