+41.6%
XLC vs ROST
+111.4%
-69.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +6.2% | +3.2% | +3.1% | +5.1% |
| 30D | -2.4% | +7.4% | -9.8% | -4.7% |
| 3M | -3.3% | -6.1% | +2.7% | -1.6% |
| 6M | -7.3% | +6.2% | -13.5% | -9.7% |
| YTD | -7.6% | +33.4% | -41.1% | -16.9% |
| 1Y | -3.7% | +48.8% | -52.5% | -16.6% |
| 3Y | +62.9% | +99.5% | -36.6% | +24.8% |
| 5Y | +41.6% | +112.7% | -71.0% | +0.9% |
| All | +41.6% | +111.4% | -69.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling