+4,083.3%
ROST vs NRG
+1,484.6%
+2,598.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -10.3% | -6.8% | -3.5% | -9.2% |
| 3M | -2.6% | -7.1% | +4.5% | -2.2% |
| 6M | +6.5% | -27.6% | +34.1% | +12.0% |
| YTD | +25.9% | -29.2% | +55.1% | +32.5% |
| 1Y | +52.3% | -29.9% | +82.2% | +59.7% |
| 3Y | +94.6% | +198.7% | -104.1% | +41.2% |
| 5Y | +111.1% | +192.9% | -81.8% | +51.6% |
| 10Y | +308.9% | +1,084.1% | -775.3% | +119.6% |
| All | +4,083.3% | +1,484.6% | +2,598.8% | +2,041.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling