+7.3%
XLI vs ROST
+46.2%
-38.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.4% |
| 7D | -4.5% | +1.3% | -5.8% | -4.6% |
| 30D | -5.3% | +4.9% | -10.2% | -6.0% |
| 3M | -12.6% | -6.9% | -5.7% | -11.5% |
| 6M | -5.3% | +3.8% | -9.1% | -6.2% |
| YTD | +5.6% | +31.4% | -25.8% | -1.8% |
| 1Y | +7.3% | +46.2% | -38.9% | -2.3% |
| All | +7.3% | +46.2% | -38.9% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling