+308.5%
ROST vs URA
+369.2%
-60.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | -2.2% | +5.7% | -8.0% | -3.5% |
| 30D | -11.4% | +5.6% | -17.0% | -12.7% |
| 3M | -1.6% | +6.2% | -7.8% | -3.6% |
| 6M | +6.8% | -8.2% | +15.1% | +7.3% |
| YTD | +25.8% | +9.7% | +16.1% | +19.6% |
| 1Y | +52.4% | +17.0% | +35.4% | +40.3% |
| 3Y | +94.4% | +118.5% | -24.1% | +41.6% |
| 5Y | +108.2% | +134.3% | -26.1% | +39.8% |
| 10Y | +308.5% | +377.5% | -69.0% | +82.1% |
| All | +308.5% | +369.2% | -60.7% | +82.1% |
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