+136.2%
XLP vs ROST
+310.3%
-174.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | +8.2% | +5.1% | +3.0% | +7.1% |
| 3M | +7.7% | -4.3% | +12.0% | +8.5% |
| 6M | +9.3% | +9.4% | -0.1% | +7.0% |
| YTD | +19.5% | +32.5% | -13.0% | +12.5% |
| 1Y | +21.0% | +46.9% | -25.9% | +11.6% |
| 3Y | +43.2% | +98.1% | -54.9% | +23.4% |
| 5Y | +42.7% | +116.9% | -74.2% | +18.5% |
| All | +136.2% | +310.3% | -174.1% | +75.6% |
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