+112.0%
ROST vs UL
+33.5%
+78.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +0.3% | +1.1% | -0.9% | -0.1% |
| 30D | +0.5% | +4.5% | -4.0% | -0.8% |
| 3M | -5.2% | +6.5% | -11.7% | -6.9% |
| 6M | +9.8% | +18.2% | -8.3% | +4.6% |
| YTD | +29.4% | +4.7% | +24.7% | +27.0% |
| 1Y | +44.4% | +0.8% | +43.6% | +43.2% |
| 3Y | +95.0% | +35.9% | +59.1% | +73.9% |
| All | +112.0% | +33.5% | +78.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling