+73.6%
XLF vs ROST
+93.3%
-19.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -1.3% | -11.4% | +10.1% | +1.5% |
| 3M | +9.1% | -1.6% | +10.8% | +9.3% |
| 6M | +14.4% | +6.8% | +7.5% | +11.9% |
| YTD | +5.1% | +25.8% | -20.7% | -1.7% |
| 1Y | +8.6% | +52.4% | -43.8% | -3.7% |
| All | +73.6% | +93.3% | -19.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling