+108.5%
ROST vs NXT
+173.5%
-65.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | +0.2% | -1.9% | +2.1% | +0.4% |
| 30D | -6.9% | -20.0% | +13.2% | -4.9% |
| 3M | -3.3% | -30.7% | +27.4% | -0.2% |
| 6M | +9.0% | -29.0% | +38.0% | +11.5% |
| YTD | +28.9% | -4.8% | +33.7% | +27.6% |
| 1Y | +54.0% | +22.8% | +31.2% | +47.8% |
| 3Y | +100.7% | +93.9% | +6.8% | +78.2% |
| All | +108.5% | +173.5% | -65.0% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling