+52.7%
ROST vs UL
+1.7%
+51.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.3% |
| 7D | +7.8% | +4.7% | +3.1% | +6.7% |
| 30D | +8.6% | +11.6% | -3.0% | +6.0% |
| 3M | -1.9% | +5.3% | -7.2% | -3.1% |
| 6M | +9.1% | +16.0% | -6.9% | +6.3% |
| YTD | +37.2% | +5.0% | +32.3% | +35.1% |
| 1Y | +52.7% | +1.1% | +51.6% | +54.1% |
| All | +52.7% | +1.7% | +51.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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