+109.4%
ROST vs NXT
+213.5%
-104.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.5% |
| 7D | +0.3% | -9.4% | +9.7% | +1.2% |
| 30D | +0.5% | +15.1% | -14.6% | -1.0% |
| 3M | -5.2% | -9.1% | +3.9% | -4.7% |
| 6M | +9.8% | -30.3% | +40.1% | +12.7% |
| YTD | +29.4% | +9.1% | +20.3% | +26.1% |
| 1Y | +44.4% | +7.9% | +36.5% | +40.7% |
| 3Y | +95.0% | +176.5% | -81.5% | +66.3% |
| All | +109.4% | +213.5% | -104.2% | +73.0% |
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