+218.0%
XLE vs ROST
+111.8%
+106.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +11.8% | -8.9% | +20.7% | +13.3% |
| 3M | +9.8% | -0.8% | +10.6% | +9.7% |
| 6M | +15.6% | +8.5% | +7.1% | +13.4% |
| YTD | +45.3% | +28.6% | +16.7% | +38.0% |
| 1Y | +48.3% | +52.3% | -4.0% | +36.4% |
| 3Y | +55.4% | +94.8% | -39.4% | +34.8% |
| All | +218.0% | +111.8% | +106.2% | +186.2% |
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