+1,920.9%
XEL vs ROST
+69,900.8%
-67,980.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -1.5% | -10.0% | +8.5% | -0.6% |
| 3M | -0.2% | +1.2% | -1.4% | -0.4% |
| 6M | -5.4% | +8.9% | -14.4% | -6.4% |
| YTD | +5.6% | +28.1% | -22.4% | +2.9% |
| 1Y | +10.5% | +53.0% | -42.5% | +5.6% |
| 3Y | +49.2% | +97.9% | -48.7% | +38.5% |
| 5Y | +30.1% | +112.0% | -81.9% | +18.7% |
| 10Y | +146.7% | +303.0% | -156.3% | +109.3% |
| All | +1,920.9% | +69,900.8% | -67,980.0% | +1,132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling