+102.3%
ROST vs NVD
-99.1%
+201.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | +0.2% | +10.8% | -10.6% | +0.7% |
| 30D | -6.9% | +0.8% | -7.6% | -6.7% |
| 3M | -3.3% | -20.8% | +17.5% | -4.1% |
| 6M | +9.0% | -41.2% | +50.2% | +6.7% |
| YTD | +28.9% | -44.2% | +73.1% | +26.1% |
| 1Y | +54.0% | -54.2% | +108.1% | +49.6% |
| 3Y | +100.7% | -99.1% | +199.9% | +62.0% |
| All | +102.3% | -99.1% | +201.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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