+4,036.0%
ROST vs XME
+242.3%
+3,793.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -8.9% | +6.0% | -14.9% | -10.7% |
| 3M | -0.8% | -7.7% | +6.9% | +1.0% |
| 6M | +8.5% | +1.0% | +7.5% | +6.7% |
| YTD | +28.6% | +14.6% | +13.9% | +20.9% |
| 1Y | +52.3% | +46.0% | +6.4% | +31.8% |
| 3Y | +94.8% | +127.0% | -32.2% | +43.3% |
| 5Y | +110.8% | +175.8% | -65.0% | +42.9% |
| 10Y | +304.5% | +414.6% | -110.1% | +118.2% |
| All | +4,036.0% | +242.3% | +3,793.6% | +1,779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling