+139.9%
XLC vs ROST
+189.7%
-49.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.1% |
| 7D | -1.4% | -2.2% | +0.8% | -0.7% |
| 30D | -0.9% | -11.4% | +10.5% | +2.9% |
| 3M | -0.3% | -1.6% | +1.3% | -0.1% |
| 6M | -5.2% | +6.8% | -12.0% | -7.9% |
| YTD | -5.3% | +25.8% | -31.1% | -13.0% |
| 1Y | -2.8% | +52.4% | -55.2% | -16.4% |
| 3Y | +71.2% | +94.4% | -23.2% | +33.5% |
| 5Y | +37.6% | +108.2% | -70.6% | +1.7% |
| All | +139.9% | +189.7% | -49.8% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling