+158.8%
XLB vs ROST
+308.3%
-149.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.5% | -2.5% | -1.1% | -2.7% |
| 30D | -4.7% | -10.3% | +5.6% | -1.0% |
| 3M | +2.7% | -2.6% | +5.3% | +3.4% |
| 6M | +2.6% | +6.5% | -3.9% | -0.4% |
| YTD | +12.8% | +25.9% | -13.1% | +2.9% |
| 1Y | +14.0% | +52.3% | -38.4% | -3.1% |
| 3Y | +31.5% | +94.6% | -63.1% | +0.7% |
| 5Y | +33.4% | +111.1% | -77.7% | -4.0% |
| All | +158.8% | +308.3% | -149.5% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling