+411.2%
ROST vs XLRE
+109.5%
+301.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -1.7% |
| 30D | -11.4% | -2.2% | -9.2% | -10.0% |
| 3M | -1.6% | -2.6% | +1.0% | 0.0% |
| 6M | +6.8% | +2.6% | +4.3% | +4.5% |
| YTD | +25.8% | +9.3% | +16.6% | +17.5% |
| 1Y | +52.4% | +7.2% | +45.2% | +44.2% |
| 3Y | +94.4% | +31.3% | +63.0% | +55.1% |
| 5Y | +108.2% | +8.1% | +100.1% | +91.2% |
| 10Y | +308.5% | +88.9% | +219.6% | +157.5% |
| All | +411.2% | +109.5% | +301.7% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling