+71,250.3%
ROST vs NOC
+17,598.2%
+53,652.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | +0.3% | +4.8% | -4.6% | -0.9% |
| 30D | +0.5% | +11.0% | -10.6% | -2.3% |
| 3M | -5.2% | -3.8% | -1.4% | -4.6% |
| 6M | +9.8% | +0.6% | +9.2% | +9.0% |
| YTD | +29.4% | -2.3% | +31.7% | +28.7% |
| 1Y | +44.4% | +0.3% | +44.1% | +42.5% |
| 3Y | +95.0% | +24.6% | +70.4% | +78.6% |
| 5Y | +111.9% | +66.0% | +45.9% | +75.8% |
| 10Y | +301.2% | +161.2% | +140.1% | +190.9% |
| All | +71,250.3% | +17,598.2% | +53,652.1% | +23,393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling