+70,384.2%
ROST vs NSC
+5,718.1%
+64,666.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -10.2% | -1.9% | -8.2% | -9.6% |
| 3M | +1.0% | +6.2% | -5.2% | -1.6% |
| 6M | +8.7% | +9.2% | -0.4% | +4.5% |
| YTD | +27.8% | +15.0% | +12.8% | +20.3% |
| 1Y | +52.7% | +21.1% | +31.6% | +40.9% |
| 3Y | +97.5% | +78.6% | +18.9% | +53.9% |
| 5Y | +111.6% | +45.9% | +65.7% | +76.3% |
| 10Y | +302.2% | +326.9% | -24.7% | +128.3% |
| All | +70,384.2% | +5,718.1% | +64,666.1% | +9,026.0% |
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