+30.5%
XEL vs ROST
+107.5%
-77.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -2.9% | -10.3% | +7.4% | -1.8% |
| 3M | -2.7% | -2.6% | -0.1% | -2.6% |
| 6M | -6.5% | +6.5% | -13.1% | -7.4% |
| YTD | +3.6% | +25.9% | -22.3% | +0.6% |
| 1Y | +7.5% | +52.3% | -44.8% | +1.9% |
| 3Y | +46.3% | +94.6% | -48.2% | +33.9% |
| 5Y | +30.5% | +111.1% | -80.6% | +14.4% |
| All | +30.5% | +107.5% | -77.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 5y: compounded portfolio wealth divided by compounded ROST 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…
5y analysis · Full analysis span regression · 6 months rolling