+70,520.5%
ROST vs NI
+5,156.7%
+65,363.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +0.2% | +2.3% | -2.1% | -0.5% |
| 30D | -10.0% | -1.7% | -8.3% | -9.5% |
| 3M | +1.2% | -8.0% | +9.2% | +3.9% |
| 6M | +8.9% | -8.6% | +17.6% | +11.9% |
| YTD | +28.1% | +2.3% | +25.7% | +26.5% |
| 1Y | +53.0% | +6.9% | +46.0% | +48.6% |
| 3Y | +97.9% | +70.6% | +27.3% | +61.6% |
| 5Y | +112.0% | +96.4% | +15.6% | +63.7% |
| 10Y | +303.0% | +136.1% | +166.8% | +188.9% |
| All | +70,520.5% | +5,156.7% | +65,363.8% | +18,788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling