+312.1%
ROST vs NTAP
+650.8%
-338.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.5% | -6.2% | -0.3% |
| 7D | +0.2% | +7.4% | -7.2% | -2.1% |
| 30D | -6.9% | -1.4% | -5.5% | -6.7% |
| 3M | -3.3% | +24.6% | -27.9% | -10.5% |
| 6M | +9.0% | +105.9% | -96.8% | -15.7% |
| YTD | +28.9% | +88.5% | -59.7% | +1.9% |
| 1Y | +54.0% | +62.1% | -8.1% | +27.9% |
| 3Y | +100.7% | +169.1% | -68.3% | +33.0% |
| 5Y | +116.0% | +141.9% | -25.8% | +46.2% |
| All | +312.1% | +650.8% | -338.7% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling