+22.5%
XLB vs ROST
+49.2%
-26.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | +7.2% | +6.8% | +0.4% | +5.7% |
| 3M | 0.0% | -4.0% | +4.0% | +0.7% |
| 6M | +2.3% | +12.9% | -10.6% | -0.6% |
| YTD | +18.4% | +34.7% | -16.3% | +8.8% |
| All | +22.5% | +49.2% | -26.8% | +8.1% |
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