+33.6%
XLY vs ROST
+98.0%
-64.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -4.2% | -6.9% | +2.7% | -1.5% |
| 3M | -2.7% | -3.3% | +0.6% | -1.6% |
| 6M | -0.6% | +9.0% | -9.7% | -5.0% |
| YTD | -5.0% | +28.9% | -33.9% | -16.0% |
| 1Y | -4.1% | +54.0% | -58.1% | -22.1% |
| 3Y | +33.6% | +100.7% | -67.1% | -6.3% |
| All | +33.6% | +98.0% | -64.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling