+51,170.8%
ROST vs NTAP
+23,420.6%
+27,750.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -8.9% | -0.5% | -8.4% | -8.9% |
| 3M | -0.8% | +4.1% | -4.9% | -1.7% |
| 6M | +8.5% | +88.0% | -79.5% | -1.5% |
| YTD | +28.6% | +75.6% | -47.0% | +17.6% |
| 1Y | +52.3% | +58.9% | -6.6% | +41.2% |
| 3Y | +94.8% | +153.6% | -58.7% | +67.2% |
| 5Y | +110.8% | +127.6% | -16.9% | +83.0% |
| 10Y | +304.5% | +580.4% | -275.8% | +201.2% |
| All | +51,170.8% | +23,420.6% | +27,750.2% | +19,368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling