+311.1%
ROST vs XRT
+135.4%
+175.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.4% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | +5.1% | +7.5% | -2.4% | -0.2% |
| 3M | -4.3% | +2.3% | -6.6% | -5.9% |
| 6M | +9.4% | +12.8% | -3.4% | 0.0% |
| YTD | +32.5% | +7.1% | +25.4% | +25.4% |
| 1Y | +46.9% | +12.3% | +34.6% | +34.4% |
| 3Y | +98.1% | +57.0% | +41.1% | +38.8% |
| 5Y | +116.9% | -4.3% | +121.3% | +114.8% |
| All | +311.1% | +135.4% | +175.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling