+248.8%
XLF vs ROST
+317.9%
-69.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | -0.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -1.2% | -6.9% | +5.7% | +1.5% |
| 3M | +9.2% | -3.3% | +12.5% | +10.2% |
| 6M | +16.3% | +9.0% | +7.3% | +11.5% |
| YTD | +5.4% | +28.9% | -23.4% | -5.7% |
| 1Y | +7.6% | +54.0% | -46.4% | -10.6% |
| 3Y | +74.2% | +100.7% | -26.5% | +27.2% |
| 5Y | +66.1% | +116.0% | -49.9% | +13.4% |
| All | +248.8% | +317.9% | -69.0% | +86.5% |
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 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