+44.4%
ROST vs XRT
+12.7%
+31.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | +0.3% | +1.7% | -1.5% | -0.9% |
| 30D | +0.5% | +7.5% | -7.0% | -3.9% |
| 3M | -5.2% | +2.2% | -7.4% | -6.5% |
| 6M | +9.8% | +14.7% | -4.8% | +0.2% |
| YTD | +29.4% | +7.5% | +21.9% | +21.8% |
| 1Y | +44.4% | +14.1% | +30.2% | +29.2% |
| All | +44.4% | +12.7% | +31.7% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling