+20.7%
XLK vs ROST
+54.7%
-34.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.5% |
| 7D | -7.6% | +7.8% | -15.4% | -8.2% |
| 30D | -12.2% | +8.6% | -20.7% | -12.9% |
| 3M | -5.5% | -1.9% | -3.5% | -5.1% |
| 6M | +9.2% | +9.1% | 0.0% | +7.5% |
| YTD | +23.0% | +37.2% | -14.2% | +15.6% |
| 1Y | +20.7% | +52.7% | -32.0% | +11.7% |
| All | +20.7% | +54.7% | -34.0% | +11.7% |
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