+1,090.8%
XLI vs ROST
+14,006.1%
-12,915.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +1.1% | +6.8% | -5.8% | -1.0% |
| 3M | -7.7% | -4.0% | -3.7% | -6.8% |
| 6M | -1.8% | +12.9% | -14.7% | -6.0% |
| YTD | +11.1% | +34.7% | -23.6% | +0.6% |
| 1Y | +12.1% | +49.5% | -37.4% | -1.7% |
| 3Y | +73.8% | +101.5% | -27.6% | +37.8% |
| 5Y | +73.8% | +120.7% | -46.9% | +30.4% |
| 10Y | +231.7% | +317.8% | -86.1% | +101.0% |
| All | +1,090.8% | +14,006.1% | -12,915.4% | +202.2% |
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