+308.5%
ROST vs XRT
+120.9%
+187.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.6% |
| 7D | -2.2% | -2.4% | +0.2% | -0.5% |
| 30D | -11.4% | -6.9% | -4.5% | -6.8% |
| 3M | -1.6% | -0.4% | -1.2% | -1.5% |
| 6M | +6.8% | +2.2% | +4.6% | +4.8% |
| YTD | +25.8% | -0.7% | +26.5% | +25.7% |
| 1Y | +52.4% | -2.0% | +54.4% | +53.4% |
| 3Y | +94.4% | +41.0% | +53.3% | +47.1% |
| 5Y | +108.2% | -3.3% | +111.5% | +103.8% |
| 10Y | +308.5% | +124.8% | +183.7% | +71.1% |
| All | +308.5% | +120.9% | +187.6% | +71.1% |
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