+70,808.4%
ROST vs NOC
+16,458.4%
+54,350.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +0.9% | -5.2% | +6.1% | +2.3% |
| 30D | -8.9% | -7.2% | -1.7% | -7.2% |
| 3M | -0.8% | -5.1% | +4.3% | +0.3% |
| 6M | +8.5% | -31.1% | +39.6% | +18.9% |
| YTD | +28.6% | -8.6% | +37.2% | +30.4% |
| 1Y | +52.3% | -9.7% | +62.1% | +54.8% |
| 3Y | +94.8% | +24.3% | +70.6% | +78.3% |
| 5Y | +110.8% | +52.6% | +58.1% | +78.8% |
| 10Y | +304.5% | +183.6% | +120.9% | +187.8% |
| All | +70,808.4% | +16,458.4% | +54,350.0% | +23,710.9% |
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