+96.0%
ROST vs NVTS
+37.8%
+58.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.7% |
| 7D | -2.2% | +3.5% | -5.7% | -2.3% |
| 30D | -11.4% | -11.9% | +0.5% | -11.1% |
| 3M | -1.6% | -49.2% | +47.6% | +0.2% |
| 6M | +6.8% | +38.4% | -31.6% | +4.5% |
| YTD | +25.8% | +62.5% | -36.7% | +22.0% |
| 1Y | +52.4% | +101.4% | -49.0% | +45.7% |
| All | +96.0% | +37.8% | +58.2% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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