+1,024.7%
XLE vs ROST
+13,361.5%
-12,336.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +11.8% | -8.9% | +20.7% | +14.5% |
| 3M | +9.8% | -0.8% | +10.6% | +9.6% |
| 6M | +15.6% | +8.5% | +7.1% | +12.0% |
| YTD | +45.3% | +28.6% | +16.7% | +34.2% |
| 1Y | +48.3% | +52.3% | -4.0% | +30.5% |
| 3Y | +55.4% | +94.8% | -39.4% | +25.9% |
| 5Y | +216.1% | +110.8% | +105.3% | +143.0% |
| 10Y | +178.4% | +304.5% | -126.1% | +80.1% |
| All | +1,024.7% | +13,361.5% | -12,336.8% | +300.0% |
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 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