+4,161.6%
ROST vs XME
+175.1%
+3,986.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.0% |
| 7D | +0.9% | +5.3% | -4.5% | -0.8% |
| 30D | +5.1% | -8.2% | +13.3% | +7.6% |
| 3M | -4.3% | -18.4% | +14.1% | +1.3% |
| 6M | +9.4% | -22.8% | +32.2% | +16.8% |
| YTD | +32.5% | -7.9% | +40.4% | +32.6% |
| 1Y | +46.9% | -0.9% | +47.7% | +43.3% |
| 3Y | +98.1% | +96.0% | +2.2% | +51.8% |
| 5Y | +116.9% | +110.3% | +6.6% | +59.6% |
| 10Y | +310.9% | +272.8% | +38.0% | +143.1% |
| All | +4,161.6% | +175.1% | +3,986.5% | +1,962.1% |
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