+116.9%
ROST vs XME
+112.8%
+4.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.1% |
| 7D | +0.9% | +5.3% | -4.5% | -0.6% |
| 30D | +5.1% | -8.2% | +13.3% | +7.4% |
| 3M | -4.3% | -18.4% | +14.1% | +0.8% |
| 6M | +9.4% | -22.8% | +32.2% | +16.3% |
| YTD | +32.5% | -7.9% | +40.4% | +31.6% |
| 1Y | +46.9% | -0.9% | +47.7% | +42.0% |
| 3Y | +98.1% | +96.0% | +2.2% | +43.6% |
| 5Y | +116.9% | +110.3% | +6.6% | +48.0% |
| All | +116.9% | +112.8% | +4.2% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling