+34.5%
XLB vs ROST
+97.9%
-63.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | -1.7% | -10.0% | +8.2% | +1.2% |
| 3M | +4.4% | +1.2% | +3.1% | +3.8% |
| 6M | +5.0% | +8.9% | -3.9% | +1.8% |
| YTD | +15.5% | +28.1% | -12.6% | +6.1% |
| 1Y | +14.9% | +53.0% | -38.0% | -0.5% |
| 3Y | +34.5% | +97.9% | -63.3% | +5.2% |
| All | +34.5% | +97.9% | -63.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling