-63.7%
XYZ vs ROST
+109.2%
-172.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.2% | +4.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.3% |
| 30D | +11.5% | +0.5% | +11.0% | +11.3% |
| 3M | +1.8% | -5.2% | +7.0% | +5.9% |
| 6M | +21.2% | +9.8% | +11.4% | +9.3% |
| YTD | +29.9% | +29.4% | +0.6% | +1.5% |
| 1Y | +35.8% | +44.4% | -8.6% | -4.1% |
| 3Y | +62.6% | +95.0% | -32.4% | -16.2% |
| All | -63.7% | +109.2% | -172.9% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling