+170.7%
XLE vs ROST
+303.5%
-132.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +12.6% | -10.0% | +22.6% | +16.9% |
| 3M | +11.8% | +1.2% | +10.6% | +10.7% |
| 6M | +16.1% | +8.9% | +7.1% | +10.8% |
| YTD | +46.9% | +28.1% | +18.8% | +31.1% |
| 1Y | +53.3% | +53.0% | +0.3% | +27.1% |
| 3Y | +54.9% | +97.9% | -42.9% | +12.3% |
| 5Y | +225.7% | +112.0% | +113.7% | +119.3% |
| 10Y | +170.7% | +303.0% | -132.3% | +41.0% |
| All | +170.7% | +303.5% | -132.8% | +41.0% |
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