+96.0%
ROST vs UL
+21.6%
+74.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -2.2% | -3.2% | +1.0% | -1.5% |
| 30D | -11.4% | -0.6% | -10.8% | -11.3% |
| 3M | -1.6% | +9.4% | -11.1% | -3.5% |
| 6M | +6.8% | -4.1% | +11.0% | +7.5% |
| YTD | +25.8% | -2.0% | +27.8% | +25.8% |
| 1Y | +52.4% | -9.0% | +61.4% | +55.2% |
| All | +96.0% | +21.6% | +74.4% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling