+43.9%
ROST vs URI
+24.4%
+19.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +1.2% | -9.8% | +11.0% | +1.9% |
| 30D | +2.5% | +1.7% | +0.7% | +2.3% |
| 3M | -9.0% | -9.1% | +0.1% | -8.4% |
| 6M | +1.3% | +9.9% | -8.5% | -0.3% |
| YTD | +29.1% | +31.2% | -2.2% | +19.2% |
| All | +43.9% | +24.4% | +19.6% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling