+142.5%
XLC vs ROST
+196.1%
-53.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +0.9% | -1.8% | -1.1% |
| 30D | +1.0% | -8.9% | +9.9% | +4.0% |
| 3M | -0.7% | -0.8% | +0.1% | -0.7% |
| 6M | -5.1% | +8.5% | -13.6% | -8.3% |
| YTD | -4.3% | +28.6% | -32.9% | -12.7% |
| 1Y | -0.6% | +52.3% | -52.9% | -14.5% |
| 3Y | +72.7% | +94.8% | -22.1% | +34.7% |
| 5Y | +38.0% | +110.8% | -72.8% | +1.6% |
| All | +142.5% | +196.1% | -53.6% | +51.5% |
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