+103.1%
XLP vs ROST
+308.6%
-205.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | +0.9% | -2.0% | -1.2% |
| 30D | -0.9% | -8.9% | +8.0% | +0.9% |
| 3M | +3.8% | -0.8% | +4.6% | +3.8% |
| 6M | -1.7% | +8.5% | -10.2% | -3.6% |
| YTD | +10.3% | +28.6% | -18.3% | +4.5% |
| 1Y | +7.8% | +52.3% | -44.5% | -1.4% |
| 3Y | +27.2% | +94.8% | -67.6% | +9.8% |
| 5Y | +32.5% | +110.8% | -78.2% | +10.5% |
| All | +103.1% | +308.6% | -205.5% | +46.5% |
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