+5,683.5%
ROST vs NDAQ
+2,327.9%
+3,355.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | +0.9% | -2.4% | +3.4% | +1.6% |
| 30D | -8.9% | +2.5% | -11.4% | -9.5% |
| 3M | -0.8% | +9.9% | -10.7% | -3.4% |
| 6M | +8.5% | +9.4% | -0.9% | +5.5% |
| YTD | +28.6% | +0.4% | +28.2% | +27.5% |
| 1Y | +52.3% | +4.0% | +48.3% | +49.5% |
| 3Y | +94.8% | +94.4% | +0.5% | +61.5% |
| 5Y | +110.8% | +56.7% | +54.0% | +83.5% |
| 10Y | +304.5% | +375.3% | -70.8% | +170.1% |
| All | +5,683.5% | +2,327.9% | +3,355.6% | +2,886.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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