+312.1%
ROST vs NRG
+1,083.9%
-771.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +0.2% | -4.7% | +4.9% | +1.3% |
| 30D | -6.9% | -6.0% | -0.9% | -5.7% |
| 3M | -3.3% | -8.0% | +4.6% | -2.7% |
| 6M | +9.0% | -23.2% | +32.2% | +13.9% |
| YTD | +28.9% | -28.1% | +56.9% | +36.1% |
| 1Y | +54.0% | -27.3% | +81.2% | +60.9% |
| 3Y | +100.7% | +208.7% | -107.9% | +27.2% |
| 5Y | +116.0% | +197.7% | -81.6% | +35.4% |
| All | +312.1% | +1,083.9% | -771.8% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling