+95.0%
ROST vs XHB
+35.8%
+59.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.5% | +9.9% | -9.5% | -3.0% |
| 3M | -5.2% | -6.3% | +1.1% | -3.0% |
| 6M | +9.8% | +3.8% | +6.0% | +7.2% |
| YTD | +29.4% | +0.1% | +29.3% | +27.3% |
| 1Y | +44.4% | -0.8% | +45.2% | +42.4% |
| 3Y | +95.0% | +35.6% | +59.4% | +72.2% |
| All | +95.0% | +35.8% | +59.2% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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