+5,859.2%
ROST vs NDAQ
+2,632.1%
+3,227.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | +5.1% | +16.2% | -11.1% | +1.0% |
| 3M | -4.3% | +14.0% | -18.2% | -7.6% |
| 6M | +9.4% | +22.3% | -12.8% | +3.4% |
| YTD | +32.5% | +13.0% | +19.5% | +27.3% |
| 1Y | +46.9% | +24.0% | +22.9% | +37.7% |
| 3Y | +98.1% | +117.1% | -19.0% | +59.5% |
| 5Y | +116.9% | +67.5% | +49.4% | +85.5% |
| 10Y | +310.9% | +474.3% | -163.4% | +161.8% |
| All | +5,859.2% | +2,632.1% | +3,227.2% | +2,881.4% |
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