+112.3%
ROST vs URI
+200.7%
-88.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +0.9% | -2.0% | +2.9% | +1.4% |
| 30D | -8.9% | -12.9% | +4.0% | -5.7% |
| 3M | -0.8% | -6.7% | +5.9% | +0.3% |
| 6M | +8.5% | +19.0% | -10.5% | +1.6% |
| YTD | +28.6% | +25.5% | +3.1% | +17.4% |
| 1Y | +52.3% | +5.5% | +46.8% | +46.3% |
| 3Y | +94.8% | +111.3% | -16.5% | +39.3% |
| All | +112.3% | +200.7% | -88.3% | +18.8% |
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