+21.4%
XLB vs ROST
+43.7%
-22.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +5.2% | +0.5% | +4.7% | +5.1% |
| 3M | +0.3% | -5.2% | +5.5% | +1.4% |
| 6M | +1.2% | +9.8% | -8.7% | -1.1% |
| YTD | +16.6% | +29.4% | -12.7% | +8.4% |
| 1Y | +21.4% | +44.4% | -22.9% | +8.2% |
| All | +21.4% | +43.7% | -22.3% | +8.2% |
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