+988.3%
XLE vs ROST
+13,410.9%
-12,422.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.5% |
| 7D | -12.0% | +1.2% | -13.2% | -12.4% |
| 30D | -2.7% | +2.5% | -5.2% | -3.6% |
| 3M | +6.6% | -9.0% | +15.5% | +8.8% |
| 6M | +9.5% | +1.3% | +8.2% | +8.1% |
| YTD | +40.6% | +29.1% | +11.5% | +29.3% |
| 1Y | +43.6% | +45.4% | -1.8% | +27.7% |
| 3Y | +58.1% | +94.9% | -36.8% | +27.8% |
| 5Y | +152.2% | +104.0% | +48.2% | +95.2% |
| 10Y | +172.9% | +314.8% | -141.9% | +75.0% |
| All | +988.3% | +13,410.9% | -12,422.6% | +285.5% |
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