+312.1%
ROST vs NTRS
+259.9%
+52.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +1.8% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -6.9% | -0.7% | -6.2% | -6.6% |
| 3M | -3.3% | +11.3% | -14.6% | -8.2% |
| 6M | +9.0% | +35.5% | -26.5% | -5.9% |
| YTD | +28.9% | +40.6% | -11.7% | +8.8% |
| 1Y | +54.0% | +49.2% | +4.8% | +26.1% |
| 3Y | +100.7% | +167.2% | -66.5% | +19.4% |
| 5Y | +116.0% | +94.9% | +21.1% | +46.7% |
| All | +312.1% | +259.9% | +52.2% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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