+52.4%
ROST vs URI
+7.5%
+44.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -2.2% | +5.0% | -7.2% | -2.6% |
| 30D | -11.4% | -9.4% | -2.0% | -10.7% |
| 3M | -1.6% | -5.8% | +4.2% | -1.3% |
| 6M | +6.8% | +25.8% | -19.0% | +2.8% |
| YTD | +25.8% | +27.9% | -2.1% | +18.6% |
| 1Y | +52.4% | +9.7% | +42.7% | +45.2% |
| All | +52.4% | +7.5% | +44.9% | +45.2% |
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