+302.2%
ROST vs URI
+1,157.2%
-855.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | 0.0% | +2.5% | -2.5% | -0.8% |
| 30D | -10.2% | -12.5% | +2.4% | -6.1% |
| 3M | +1.0% | -6.2% | +7.2% | +2.2% |
| 6M | +8.7% | +25.9% | -17.1% | -2.2% |
| YTD | +27.8% | +26.2% | +1.6% | +13.6% |
| 1Y | +52.7% | +5.5% | +47.2% | +44.4% |
| 3Y | +97.5% | +125.0% | -27.5% | +31.5% |
| 5Y | +111.6% | +210.4% | -98.8% | +18.2% |
| 10Y | +302.2% | +1,157.2% | -855.0% | +35.9% |
| All | +302.2% | +1,157.2% | -855.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling