+96.0%
ROST vs XHB
+24.0%
+71.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -11.4% | -8.3% | -3.1% | -8.6% |
| 3M | -1.6% | -7.1% | +5.5% | +0.6% |
| 6M | +6.8% | -5.3% | +12.1% | +8.0% |
| YTD | +25.8% | -3.2% | +29.0% | +25.5% |
| 1Y | +52.4% | -13.9% | +66.3% | +59.0% |
| All | +96.0% | +24.0% | +71.9% | +75.3% |
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