+204.8%
ROST vs NTR
+103.7%
+101.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.5% | -2.8% | -2.4% |
| 30D | -11.4% | +21.7% | -33.2% | -16.9% |
| 3M | -1.6% | +22.8% | -24.4% | -8.2% |
| 6M | +6.8% | +8.2% | -1.4% | +2.7% |
| YTD | +25.8% | +32.9% | -7.1% | +12.1% |
| 1Y | +52.4% | +45.3% | +7.1% | +31.0% |
| 3Y | +94.4% | +41.7% | +52.7% | +64.0% |
| 5Y | +108.2% | +49.8% | +58.4% | +50.7% |
| All | +204.8% | +103.7% | +101.2% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling