+104.6%
ROST vs URI
+179.7%
-75.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +1.2% | -9.8% | +11.0% | +3.7% |
| 30D | +2.5% | +1.7% | +0.7% | +1.8% |
| 3M | -9.0% | -9.1% | +0.1% | -7.2% |
| 6M | +1.3% | +9.9% | -8.5% | -2.4% |
| YTD | +29.1% | +31.2% | -2.2% | +16.1% |
| 1Y | +45.4% | +25.9% | +19.5% | +32.4% |
| 3Y | +94.9% | +147.4% | -52.5% | +31.0% |
| All | +104.6% | +179.7% | -75.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling