+4,036.0%
ROST vs XRT
+514.3%
+3,521.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.3% |
| 30D | -8.9% | -4.2% | -4.7% | -6.0% |
| 3M | -0.8% | +5.1% | -5.9% | -4.6% |
| 6M | +8.5% | +2.4% | +6.1% | +6.2% |
| YTD | +28.6% | +3.2% | +25.4% | +24.9% |
| 1Y | +52.3% | +1.5% | +50.8% | +49.5% |
| 3Y | +94.8% | +40.6% | +54.3% | +46.5% |
| 5Y | +110.8% | -1.0% | +111.8% | +101.8% |
| 10Y | +304.5% | +128.4% | +176.1% | +87.6% |
| All | +4,036.0% | +514.3% | +3,521.6% | +752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling