+104.6%
ROST vs URA
+25.3%
+79.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.5% |
| 7D | +1.2% | -4.1% | +5.4% | +1.9% |
| 30D | +2.5% | -19.0% | +21.5% | +5.8% |
| 3M | -9.0% | -25.1% | +16.2% | -5.0% |
| 6M | +1.3% | -44.5% | +45.8% | +10.7% |
| YTD | +29.1% | -24.3% | +53.4% | +31.6% |
| 1Y | +45.4% | -28.1% | +73.5% | +49.3% |
| 3Y | +94.9% | +40.7% | +54.2% | +62.2% |
| All | +104.6% | +25.3% | +79.3% | +71.2% |
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