+1,578.4%
ROST vs URA
-31.1%
+1,609.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | -8.9% | +7.4% | -16.3% | -10.4% |
| 3M | -0.8% | -8.4% | +7.6% | +0.4% |
| 6M | +8.5% | -12.7% | +21.2% | +10.1% |
| YTD | +28.6% | +7.8% | +20.8% | +23.5% |
| 1Y | +52.3% | +19.5% | +32.9% | +41.2% |
| 3Y | +94.8% | +116.4% | -21.6% | +50.0% |
| 5Y | +110.8% | +134.3% | -23.5% | +52.9% |
| 10Y | +304.5% | +359.3% | -54.7% | +132.6% |
| All | +1,578.4% | -31.1% | +1,609.5% | +1,118.1% |
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 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