+1,096.1%
XLY vs ROST
+13,082.9%
-11,986.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | -2.5% | -1.4% | -3.0% |
| 30D | -6.1% | -10.3% | +4.2% | -2.3% |
| 3M | -1.2% | -2.6% | +1.4% | -0.5% |
| 6M | -1.8% | +6.5% | -8.3% | -4.7% |
| YTD | -5.9% | +25.9% | -31.8% | -14.3% |
| 1Y | -3.1% | +52.3% | -55.4% | -18.0% |
| 3Y | +36.0% | +94.6% | -58.6% | +4.2% |
| 5Y | +27.6% | +111.1% | -83.5% | -7.4% |
| 10Y | +216.8% | +308.9% | -92.1% | +72.0% |
| All | +1,096.1% | +13,082.9% | -11,986.9% | +105.1% |
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