+99.7%
ROST vs NOC
+24.4%
+75.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.7% |
| 7D | +0.9% | +4.5% | -3.7% | +0.6% |
| 30D | +5.1% | +14.1% | -9.0% | +4.4% |
| 3M | -4.3% | -4.5% | +0.2% | -4.1% |
| 6M | +9.4% | -0.8% | +10.2% | +9.4% |
| YTD | +32.5% | -2.5% | +35.0% | +32.2% |
| 1Y | +46.9% | -0.1% | +47.0% | +46.5% |
| All | +99.7% | +24.4% | +75.3% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling