+3.6%
XLY vs ROST
+54.7%
-51.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.8% | +2.5% |
| 7D | +6.1% | +7.8% | -1.7% | +3.8% |
| 30D | +10.8% | +8.6% | +2.2% | +8.1% |
| 3M | +3.6% | -1.9% | +5.6% | +4.0% |
| 6M | +4.4% | +9.1% | -4.8% | +1.5% |
| YTD | +3.1% | +37.2% | -34.2% | -7.5% |
| 1Y | +3.6% | +52.7% | -49.2% | -10.6% |
| All | +3.6% | +54.7% | -51.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling