+316.4%
ROST vs URA
+289.1%
+27.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +7.4% | -14.8% | +22.2% | +11.1% |
| 3M | -6.1% | -25.3% | +19.3% | -0.2% |
| 6M | +6.2% | -39.9% | +46.2% | +17.7% |
| YTD | +33.4% | -22.4% | +55.9% | +36.6% |
| 1Y | +48.8% | -29.0% | +77.8% | +55.2% |
| 3Y | +99.5% | +41.0% | +58.6% | +62.0% |
| 5Y | +112.7% | +38.3% | +74.3% | +66.4% |
| 10Y | +316.4% | +276.1% | +40.4% | +99.8% |
| All | +316.4% | +289.1% | +27.4% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling