+100.7%
ROST vs NTR
+36.8%
+64.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | -6.9% | +16.8% | -23.6% | -7.9% |
| 3M | -3.3% | +20.7% | -24.1% | -4.6% |
| 6M | +9.0% | +0.5% | +8.5% | +9.0% |
| YTD | +28.9% | +29.2% | -0.3% | +24.7% |
| 1Y | +54.0% | +39.6% | +14.4% | +47.2% |
| 3Y | +100.7% | +37.9% | +62.8% | +90.7% |
| All | +100.7% | +36.8% | +64.0% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling