+1,477.5%
XLK vs ROST
+13,070.7%
-11,593.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.3% | -2.2% | +4.6% | +3.0% |
| 30D | +0.8% | -11.4% | +12.3% | +4.5% |
| 3M | +4.1% | -1.6% | +5.7% | +4.1% |
| 6M | +34.8% | +6.8% | +27.9% | +31.0% |
| YTD | +30.8% | +25.8% | +5.0% | +20.7% |
| 1Y | +42.4% | +52.4% | -10.1% | +23.5% |
| 3Y | +121.8% | +94.4% | +27.4% | +77.2% |
| 5Y | +146.6% | +108.2% | +38.4% | +88.5% |
| 10Y | +804.3% | +308.5% | +495.8% | +443.7% |
| All | +1,477.5% | +13,070.7% | -11,593.1% | +271.1% |
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 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