+103.6%
ROST vs NXT
+171.8%
-68.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | -20.0% | +8.5% | -9.6% |
| 3M | -1.6% | -30.9% | +29.3% | +1.5% |
| 6M | +6.8% | -23.8% | +30.6% | +8.5% |
| YTD | +25.8% | -5.4% | +31.2% | +24.7% |
| 1Y | +52.4% | +28.0% | +24.4% | +45.6% |
| 3Y | +94.4% | +93.3% | +1.1% | +72.6% |
| All | +103.6% | +171.8% | -68.2% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling