+70,520.4%
ROST vs NSC
+5,718.1%
+64,802.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.8% |
| 30D | -10.0% | -1.9% | -8.1% | -9.4% |
| 3M | +1.2% | +6.2% | -5.0% | -1.4% |
| 6M | +8.9% | +9.2% | -0.2% | +4.7% |
| YTD | +28.1% | +15.0% | +13.0% | +20.5% |
| 1Y | +53.0% | +21.1% | +31.9% | +41.2% |
| 3Y | +97.9% | +78.6% | +19.3% | +54.2% |
| 5Y | +112.0% | +45.9% | +66.1% | +76.7% |
| 10Y | +303.0% | +326.9% | -23.9% | +128.7% |
| All | +70,520.4% | +5,718.1% | +64,802.4% | +9,043.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling