+52.6%
XOM vs ROST
+54.7%
-2.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -3.5% |
| 7D | -7.0% | +7.8% | -14.8% | -5.7% |
| 30D | +3.2% | +8.6% | -5.3% | +4.8% |
| 3M | +10.7% | -1.9% | +12.6% | +10.7% |
| 6M | +11.6% | +9.1% | +2.5% | +14.0% |
| YTD | +43.5% | +37.2% | +6.2% | +46.8% |
| 1Y | +52.6% | +52.7% | -0.1% | +56.8% |
| All | +52.6% | +54.7% | -2.1% | +56.8% |
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 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