+71,250.3%
ROST vs NSC
+5,741.3%
+65,509.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.6% |
| 30D | +0.5% | +1.7% | -1.2% | -0.1% |
| 3M | -5.2% | -2.6% | -2.7% | -4.4% |
| 6M | +9.8% | +6.4% | +3.4% | +6.7% |
| YTD | +29.4% | +15.5% | +13.9% | +21.6% |
| 1Y | +44.4% | +17.6% | +26.8% | +34.7% |
| 3Y | +95.0% | +75.0% | +20.0% | +53.4% |
| 5Y | +111.9% | +32.2% | +79.7% | +83.4% |
| 10Y | +301.2% | +296.6% | +4.6% | +133.6% |
| All | +71,250.3% | +5,741.3% | +65,509.0% | +9,121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling