+1,584.5%
ROST vs URA
-51.6%
+1,636.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.7% |
| 7D | +1.2% | -4.1% | +5.4% | +2.1% |
| 30D | +2.5% | -19.0% | +21.5% | +6.8% |
| 3M | -9.0% | -25.1% | +16.2% | -3.9% |
| 6M | +1.3% | -44.5% | +45.8% | +13.1% |
| YTD | +29.1% | -24.3% | +53.4% | +32.9% |
| 1Y | +45.4% | -28.1% | +73.5% | +50.9% |
| 3Y | +94.9% | +40.7% | +54.2% | +64.6% |
| 5Y | +104.0% | +35.5% | +68.5% | +68.1% |
| 10Y | +314.8% | +281.2% | +33.7% | +148.6% |
| All | +1,584.5% | -51.6% | +1,636.1% | +1,210.4% |
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