+116.9%
ROST vs NOC
+65.6%
+51.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +0.9% | +4.5% | -3.7% | +0.4% |
| 30D | +5.1% | +14.1% | -9.0% | +3.6% |
| 3M | -4.3% | -4.5% | +0.2% | -3.9% |
| 6M | +9.4% | -0.8% | +10.2% | +9.3% |
| YTD | +32.5% | -2.5% | +35.0% | +32.1% |
| 1Y | +46.9% | -0.1% | +47.0% | +46.0% |
| 3Y | +98.1% | +24.6% | +73.5% | +90.0% |
| 5Y | +116.9% | +65.6% | +51.4% | +90.0% |
| All | +116.9% | +65.6% | +51.3% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling