+1,641.8%
ROST vs URA
-50.4%
+1,692.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +7.4% | -14.8% | +22.2% | +10.8% |
| 3M | -6.1% | -25.3% | +19.3% | -0.8% |
| 6M | +6.2% | -39.9% | +46.2% | +16.6% |
| YTD | +33.4% | -22.4% | +55.9% | +36.7% |
| 1Y | +48.8% | -29.0% | +77.8% | +54.8% |
| 3Y | +99.5% | +41.0% | +58.6% | +68.6% |
| 5Y | +112.7% | +38.3% | +74.3% | +74.7% |
| 10Y | +316.4% | +276.1% | +40.4% | +149.8% |
| All | +1,641.8% | -50.4% | +1,692.2% | +1,247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling