+114.6%
ROST vs NSC
+42.7%
+72.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.7% |
| 7D | +0.2% | -2.8% | +3.0% | +1.2% |
| 30D | -6.9% | -4.5% | -2.4% | -5.5% |
| 3M | -3.3% | +3.5% | -6.9% | -4.9% |
| 6M | +9.0% | +8.5% | +0.5% | +5.2% |
| YTD | +28.9% | +12.3% | +16.5% | +22.4% |
| 1Y | +54.0% | +18.9% | +35.0% | +43.2% |
| 3Y | +100.7% | +74.1% | +26.6% | +53.7% |
| All | +114.6% | +42.7% | +72.0% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling