+98.6%
ROST vs URI
+121.2%
-22.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +0.9% | -2.0% | +2.9% | +1.2% |
| 30D | -8.9% | -12.9% | +4.0% | -7.1% |
| 3M | -0.8% | -6.7% | +5.9% | -0.2% |
| 6M | +8.5% | +19.0% | -10.5% | +4.3% |
| YTD | +28.6% | +25.5% | +3.1% | +21.7% |
| 1Y | +52.3% | +5.5% | +46.8% | +48.6% |
| All | +98.6% | +121.2% | -22.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling