+312.1%
ROST vs XLRE
+89.0%
+223.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.7% |
| 7D | +0.2% | -1.2% | +1.4% | +1.1% |
| 30D | -6.9% | -2.4% | -4.5% | -5.2% |
| 3M | -3.3% | -2.5% | -0.8% | -1.7% |
| 6M | +9.0% | +4.0% | +5.1% | +5.6% |
| YTD | +28.9% | +9.3% | +19.6% | +20.2% |
| 1Y | +54.0% | +5.6% | +48.4% | +47.2% |
| 3Y | +100.7% | +31.3% | +69.4% | +59.5% |
| 5Y | +116.0% | +9.5% | +106.5% | +96.1% |
| All | +312.1% | +89.0% | +223.1% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling