+42.0%
XLP vs ROST
+103.5%
-61.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | +10.3% | +2.5% | +7.8% | +9.8% |
| 3M | +6.5% | -9.0% | +15.5% | +8.2% |
| 6M | +8.4% | +1.3% | +7.0% | +7.8% |
| YTD | +18.2% | +29.1% | -10.9% | +12.4% |
| 1Y | +22.4% | +45.4% | -23.0% | +13.9% |
| 3Y | +41.9% | +94.9% | -53.0% | +23.9% |
| All | +42.0% | +103.5% | -61.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling