+95.0%
ROST vs URI
+153.1%
-58.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | +0.3% | +6.7% | -6.5% | -0.6% |
| 30D | +0.5% | +8.9% | -8.4% | -0.8% |
| 3M | -5.2% | +0.5% | -5.8% | -5.5% |
| 6M | +9.8% | +20.7% | -10.8% | +6.0% |
| YTD | +29.4% | +40.0% | -10.7% | +20.6% |
| 1Y | +44.4% | +34.4% | +10.0% | +35.4% |
| 3Y | +95.0% | +149.5% | -54.5% | +61.4% |
| All | +95.0% | +153.1% | -58.1% | +61.4% |
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