+1,117.4%
XLI vs ROST
+13,361.5%
-12,244.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -5.9% | -8.9% | +3.0% | -3.4% |
| 3M | -0.3% | -0.8% | +0.6% | -0.4% |
| 6M | +0.1% | +8.5% | -8.4% | -2.9% |
| YTD | +13.6% | +28.6% | -15.0% | +4.5% |
| 1Y | +17.2% | +52.3% | -35.1% | +2.3% |
| 3Y | +68.2% | +94.8% | -26.6% | +34.8% |
| 5Y | +80.7% | +110.8% | -30.0% | +37.6% |
| 10Y | +253.3% | +304.5% | -51.3% | +116.6% |
| All | +1,117.4% | +13,361.5% | -12,244.1% | +213.8% |
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