+192.9%
XOM vs ROST
+317.9%
-125.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | +4.6% | -6.9% | +11.5% | +6.6% |
| 3M | +14.0% | -3.3% | +17.3% | +14.6% |
| 6M | +11.0% | +9.0% | +1.9% | +7.0% |
| YTD | +40.7% | +28.9% | +11.8% | +28.5% |
| 1Y | +52.3% | +54.0% | -1.7% | +31.2% |
| 3Y | +60.5% | +100.7% | -40.3% | +23.7% |
| 5Y | +266.4% | +116.0% | +150.4% | +166.0% |
| All | +192.9% | +317.9% | -125.0% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling