+820.5%
XLB vs ROST
+13,361.5%
-12,541.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | -0.4% | -8.9% | +8.5% | +2.4% |
| 3M | +2.0% | -0.8% | +2.8% | +2.0% |
| 6M | +1.8% | +8.5% | -6.7% | -1.2% |
| YTD | +16.6% | +28.6% | -12.0% | +7.3% |
| 1Y | +16.9% | +52.3% | -35.4% | +2.2% |
| 3Y | +32.6% | +94.8% | -62.3% | +6.4% |
| 5Y | +35.6% | +110.8% | -75.1% | +3.5% |
| 10Y | +160.0% | +304.5% | -144.5% | +58.6% |
| All | +820.5% | +13,361.5% | -12,541.0% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling