+52.3%
ROST vs XME
+37.7%
+14.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.5% |
| 7D | -2.5% | -3.0% | +0.6% | -2.2% |
| 30D | -10.3% | -2.6% | -7.7% | -10.1% |
| 3M | -2.6% | +2.2% | -4.7% | -2.7% |
| 6M | +6.5% | +0.7% | +5.8% | +5.6% |
| YTD | +25.9% | +10.9% | +15.0% | +22.3% |
| 1Y | +52.3% | +35.7% | +16.6% | +44.9% |
| All | +52.3% | +37.7% | +14.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling