+52.3%
ROST vs NOC
-7.7%
+60.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -10.3% | -9.4% | -0.8% | -9.3% |
| 3M | -2.6% | -3.8% | +1.3% | -2.1% |
| 6M | +6.5% | -28.8% | +35.3% | +8.8% |
| YTD | +25.9% | -7.9% | +33.8% | +25.2% |
| 1Y | +52.3% | -9.0% | +61.4% | +48.8% |
| All | +52.3% | -7.7% | +60.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling