+70,808.4%
ROST vs UL
+2,661.1%
+68,147.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.9% | -1.3% | +2.3% | +1.4% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -0.8% | +17.6% | -18.4% | -6.0% |
| 6M | +8.5% | -5.4% | +13.9% | +9.9% |
| YTD | +28.6% | +0.7% | +27.9% | +27.5% |
| 1Y | +52.3% | -9.3% | +61.6% | +55.8% |
| 3Y | +94.8% | +24.5% | +70.3% | +78.9% |
| 5Y | +110.8% | +23.2% | +87.6% | +91.9% |
| 10Y | +304.5% | +64.5% | +240.1% | +231.2% |
| All | +70,808.4% | +2,661.1% | +68,147.3% | +24,782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling