+633.7%
XLU vs ROST
+13,082.9%
-12,449.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.8% |
| 30D | -2.5% | -10.3% | +7.7% | -0.8% |
| 3M | -2.7% | -2.6% | -0.2% | -2.5% |
| 6M | -7.5% | +6.5% | -14.0% | -8.8% |
| YTD | +0.9% | +25.9% | -25.0% | -3.5% |
| 1Y | +3.3% | +52.3% | -49.0% | -4.7% |
| 3Y | +47.3% | +94.6% | -47.2% | +29.2% |
| 5Y | +44.4% | +111.1% | -66.7% | +22.4% |
| 10Y | +140.8% | +308.9% | -168.1% | +77.0% |
| All | +633.7% | +13,082.9% | -12,449.2% | +204.8% |
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