+250.2%
XLI vs ROST
+308.3%
-58.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -8.2% | -10.3% | +2.1% | -4.6% |
| 3M | +0.8% | -2.6% | +3.4% | +1.3% |
| 6M | +0.8% | +6.5% | -5.7% | -2.3% |
| YTD | +10.5% | +25.9% | -15.4% | +0.3% |
| 1Y | +14.1% | +52.3% | -38.2% | -3.8% |
| 3Y | +68.6% | +94.6% | -26.0% | +27.2% |
| 5Y | +80.4% | +111.1% | -30.7% | +27.4% |
| All | +250.2% | +308.3% | -58.2% | +98.1% |
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