+100.7%
ROST vs NRG
+203.5%
-102.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +0.2% | -4.7% | +4.9% | +0.8% |
| 30D | -6.9% | -6.0% | -0.9% | -6.3% |
| 3M | -3.3% | -8.0% | +4.6% | -3.1% |
| 6M | +9.0% | -23.2% | +32.2% | +11.5% |
| YTD | +28.9% | -28.1% | +56.9% | +32.6% |
| 1Y | +54.0% | -27.3% | +81.2% | +57.6% |
| 3Y | +100.7% | +208.7% | -107.9% | +56.8% |
| All | +100.7% | +203.5% | -102.8% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling