+52.7%
ROST vs USAR
-49.3%
+102.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +6.2% |
| 7D | +7.8% | -21.8% | +29.5% | +8.4% |
| 30D | +8.6% | -39.9% | +48.5% | +10.0% |
| 3M | -1.9% | -52.5% | +50.6% | +0.1% |
| 6M | +9.1% | -67.9% | +77.1% | +12.1% |
| YTD | +37.2% | -31.1% | +68.3% | +39.4% |
| 1Y | +52.7% | -49.8% | +102.6% | +55.5% |
| All | +52.7% | -49.3% | +102.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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