+179.2%
XLE vs ROST
+300.7%
-121.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.8% |
| 7D | +5.4% | +0.3% | +5.2% | +5.3% |
| 30D | -3.9% | +0.5% | -4.4% | -4.5% |
| 3M | +7.0% | -5.2% | +12.3% | +8.5% |
| 6M | +14.2% | +9.8% | +4.4% | +8.7% |
| YTD | +48.2% | +29.4% | +18.8% | +31.1% |
| 1Y | +47.7% | +44.4% | +3.3% | +24.9% |
| 3Y | +70.0% | +95.0% | -25.0% | +23.7% |
| 5Y | +169.1% | +111.9% | +57.3% | +81.0% |
| All | +179.2% | +300.7% | -121.5% | +50.4% |
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