+580.0%
XYZ vs ROST
+302.7%
+277.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +2.9% | 0.0% | +2.8% | +2.9% |
| 30D | +1.4% | -10.2% | +11.5% | +8.5% |
| 3M | +14.6% | +1.0% | +13.5% | +12.8% |
| 6M | +20.8% | +8.7% | +12.0% | +12.4% |
| YTD | +23.1% | +27.8% | -4.8% | +2.6% |
| 1Y | +5.6% | +52.7% | -47.0% | -22.2% |
| 3Y | +50.9% | +97.5% | -46.6% | -7.7% |
| 5Y | -68.6% | +111.6% | -180.1% | -81.8% |
| 10Y | +580.0% | +302.2% | +277.8% | +183.2% |
| All | +580.0% | +302.7% | +277.3% | +183.2% |
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