+52.7%
ROST vs NTAP
+66.6%
-13.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.2% |
| 7D | +7.8% | -16.1% | +23.9% | +9.5% |
| 30D | +8.6% | -15.9% | +24.5% | +10.0% |
| 3M | -1.9% | -1.2% | -0.7% | -2.7% |
| 6M | +9.1% | +70.1% | -60.9% | -1.3% |
| YTD | +37.2% | +77.9% | -40.7% | +24.3% |
| 1Y | +52.7% | +68.1% | -15.4% | +41.7% |
| All | +52.7% | +66.6% | -13.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling