+112.8%
ROST vs URA
+124.0%
-11.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | -8.9% | +7.4% | -16.3% | -10.0% |
| 3M | -0.8% | -8.4% | +7.6% | +0.2% |
| 6M | +8.5% | -12.7% | +21.2% | +9.7% |
| YTD | +28.6% | +7.8% | +20.8% | +24.6% |
| 1Y | +52.3% | +19.5% | +32.9% | +43.2% |
| 3Y | +94.8% | +116.4% | -21.6% | +53.6% |
| All | +112.8% | +124.0% | -11.1% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling