+52.3%
ROST vs NYT
+15.2%
+37.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -8.9% | +2.7% | -11.6% | -9.3% |
| 3M | -0.8% | -10.3% | +9.5% | +0.5% |
| 6M | +8.5% | -16.6% | +25.1% | +11.3% |
| YTD | +28.6% | -2.3% | +30.8% | +28.1% |
| 1Y | +52.3% | +15.0% | +37.3% | +46.4% |
| All | +52.3% | +15.2% | +37.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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