+96.1%
ROST vs NI
+69.0%
+27.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -10.3% | -1.4% | -8.9% | -10.1% |
| 3M | -2.6% | -10.6% | +8.0% | -0.6% |
| 6M | +6.5% | -9.9% | +16.4% | +8.5% |
| YTD | +25.9% | +1.2% | +24.8% | +25.3% |
| 1Y | +52.3% | +4.4% | +47.9% | +50.6% |
| All | +96.1% | +69.0% | +27.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling