+52.3%
ROST vs NXT
+26.2%
+26.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -8.9% | -15.3% | +6.4% | -7.6% |
| 3M | -0.8% | -43.8% | +43.0% | +4.1% |
| 6M | +8.5% | -18.7% | +27.1% | +10.0% |
| YTD | +28.6% | -3.0% | +31.6% | +28.3% |
| 1Y | +52.3% | +22.7% | +29.6% | +45.3% |
| All | +52.3% | +26.2% | +26.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling