+103.1%
ROST vs NXT
+191.6%
-88.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.8% | -5.7% | +3.9% | -1.3% |
| 30D | +6.8% | +18.5% | -11.7% | +5.1% |
| 3M | -4.0% | -4.1% | +0.1% | -3.9% |
| 6M | +12.9% | -20.3% | +33.2% | +14.3% |
| YTD | +34.7% | +15.5% | +19.3% | +30.9% |
| 1Y | +49.5% | -5.0% | +54.4% | +47.7% |
| All | +103.1% | +191.6% | -88.6% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling