+52.3%
ROST vs UL
-10.0%
+62.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -2.5% | -4.1% | +1.6% | -1.7% |
| 30D | -10.3% | -1.2% | -9.1% | -10.0% |
| 3M | -2.6% | +6.0% | -8.6% | -3.3% |
| 6M | +6.5% | -5.5% | +12.0% | +6.8% |
| YTD | +25.9% | -3.3% | +29.3% | +26.2% |
| 1Y | +52.3% | -9.8% | +62.1% | +59.1% |
| All | +52.3% | -10.0% | +62.3% | +59.1% |
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