+14.0%
XLB vs ROST
+53.4%
-39.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.5% | -2.5% | -1.1% | -3.0% |
| 30D | -4.7% | -10.3% | +5.6% | -2.4% |
| 3M | +2.7% | -2.6% | +5.3% | +3.3% |
| 6M | +2.6% | +6.5% | -3.9% | +0.5% |
| YTD | +12.8% | +25.9% | -13.1% | +4.7% |
| 1Y | +14.0% | +52.3% | -38.4% | -0.9% |
| All | +14.0% | +53.4% | -39.5% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling