+69,340.9%
ROST vs NYT
+754.3%
+68,586.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.3% | +4.5% | -14.7% | -11.3% |
| 3M | -2.6% | -8.5% | +5.9% | -0.8% |
| 6M | +6.5% | -15.1% | +21.6% | +10.4% |
| YTD | +25.9% | -3.3% | +29.2% | +25.8% |
| 1Y | +52.3% | +17.0% | +35.3% | +44.7% |
| 3Y | +94.6% | +55.7% | +38.9% | +68.9% |
| 5Y | +111.1% | +38.9% | +72.2% | +85.1% |
| 10Y | +308.9% | +485.3% | -176.4% | +139.9% |
| All | +69,340.9% | +754.3% | +68,586.6% | +27,368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling