+97.9%
ROST vs NXT
+100.2%
-2.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.2% | +2.9% | -2.6% | 0.0% |
| 30D | -10.0% | -17.2% | +7.3% | -8.5% |
| 3M | +1.2% | -32.0% | +33.2% | +4.5% |
| 6M | +8.9% | -15.8% | +24.7% | +9.6% |
| YTD | +28.1% | -1.9% | +30.0% | +26.6% |
| 1Y | +53.0% | +22.5% | +30.5% | +47.1% |
| 3Y | +97.9% | +100.5% | -2.7% | +76.3% |
| All | +97.9% | +100.2% | -2.3% | +76.3% |
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