+100.7%
ROST vs NYT
+56.2%
+44.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -6.9% | +4.6% | -11.5% | -7.7% |
| 3M | -3.3% | -9.6% | +6.3% | -1.8% |
| 6M | +9.0% | -14.0% | +23.1% | +11.8% |
| YTD | +28.9% | -2.8% | +31.7% | +28.4% |
| 1Y | +54.0% | +15.6% | +38.4% | +47.6% |
| 3Y | +100.7% | +56.3% | +44.4% | +73.4% |
| All | +100.7% | +56.2% | +44.5% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling