+559.7%
XLP vs ROST
+13,870.5%
-13,310.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +2.3% | +3.2% | -0.8% | +1.8% |
| 30D | +9.1% | +7.4% | +1.7% | +7.8% |
| 3M | +7.9% | -6.1% | +13.9% | +8.9% |
| 6M | +9.6% | +6.2% | +3.4% | +8.2% |
| YTD | +19.4% | +33.4% | -14.0% | +13.6% |
| 1Y | +22.4% | +48.8% | -26.4% | +14.3% |
| 3Y | +43.2% | +99.5% | -56.4% | +26.7% |
| 5Y | +42.6% | +112.7% | -70.1% | +22.9% |
| 10Y | +135.4% | +316.4% | -181.0% | +77.9% |
| All | +559.7% | +13,870.5% | -13,310.8% | +227.9% |
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