-5.8%
XLC vs ROST
+54.7%
-60.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.4% |
| 7D | +1.8% | +7.8% | -6.0% | +0.5% |
| 30D | -6.0% | +8.6% | -14.5% | -7.2% |
| 3M | -6.0% | -1.9% | -4.1% | -6.0% |
| 6M | -9.1% | +9.1% | -18.2% | -10.1% |
| YTD | -10.0% | +37.2% | -47.3% | -14.8% |
| 1Y | -5.8% | +52.7% | -58.5% | -13.2% |
| All | -5.8% | +54.7% | -60.5% | -13.2% |
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