+52.2%
ROST vs NXT
+28.0%
+24.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.5% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | -20.0% | +8.5% | -9.8% |
| 3M | -1.6% | -30.9% | +29.3% | +1.4% |
| 6M | +6.8% | -23.8% | +30.6% | +8.9% |
| YTD | +25.8% | -5.4% | +31.2% | +26.0% |
| All | +52.2% | +28.0% | +24.2% | +43.1% |
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