+415.1%
XLF vs ROST
+13,306.9%
-12,891.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.5% | -10.0% | +9.5% | +3.2% |
| 3M | +10.6% | +1.2% | +9.4% | +9.7% |
| 6M | +14.3% | +8.9% | +5.3% | +9.9% |
| YTD | +5.5% | +28.1% | -22.5% | -4.6% |
| 1Y | +9.6% | +53.0% | -43.4% | -7.4% |
| 3Y | +75.2% | +97.9% | -22.7% | +32.4% |
| 5Y | +65.5% | +112.0% | -46.5% | +18.0% |
| 10Y | +246.4% | +303.0% | -56.5% | +87.5% |
| All | +415.1% | +13,306.9% | -12,891.8% | +1.5% |
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