+96.1%
ROST vs NVD
-99.1%
+195.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | +0.3% |
| 7D | -2.5% | +9.0% | -11.5% | -2.1% |
| 30D | -10.3% | -5.5% | -4.8% | -10.4% |
| 3M | -2.6% | -24.6% | +22.0% | -3.5% |
| 6M | +6.5% | -42.1% | +48.6% | +4.2% |
| YTD | +25.9% | -44.3% | +70.3% | +23.2% |
| 1Y | +52.3% | -54.2% | +106.5% | +48.1% |
| All | +96.1% | -99.1% | +195.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling