+312.1%
ROST vs NSC
+332.1%
-20.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.8% |
| 7D | +0.2% | -2.8% | +3.0% | +1.6% |
| 30D | -6.9% | -4.5% | -2.4% | -4.9% |
| 3M | -3.3% | +3.5% | -6.9% | -5.6% |
| 6M | +9.0% | +8.5% | +0.5% | +3.6% |
| YTD | +28.9% | +12.3% | +16.5% | +19.9% |
| 1Y | +54.0% | +18.9% | +35.0% | +39.1% |
| 3Y | +100.7% | +74.1% | +26.6% | +41.6% |
| 5Y | +116.0% | +43.9% | +72.1% | +66.1% |
| All | +312.1% | +332.1% | -20.0% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling