+111.0%
ROST vs USAR
+68.6%
+42.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.8% |
| 7D | -2.2% | -4.4% | +2.2% | -2.2% |
| 30D | -11.4% | -10.4% | -1.0% | -11.4% |
| 3M | -1.6% | -18.4% | +16.7% | -1.6% |
| 6M | +6.8% | -8.8% | +15.6% | +6.9% |
| YTD | +25.8% | +43.4% | -17.6% | +26.6% |
| 1Y | +52.4% | +21.0% | +31.4% | +53.9% |
| 3Y | +94.4% | +67.7% | +26.6% | +105.3% |
| All | +111.0% | +68.6% | +42.4% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling