+44.4%
ROST vs USAR
-51.4%
+95.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.3% |
| 30D | +0.5% | -20.9% | +21.4% | +1.0% |
| 3M | -5.2% | -56.2% | +50.9% | -3.2% |
| 6M | +9.8% | -67.9% | +77.7% | +12.6% |
| YTD | +29.4% | -31.4% | +60.8% | +32.3% |
| 1Y | +44.4% | -45.1% | +89.4% | +47.3% |
| All | +44.4% | -51.4% | +95.8% | +47.3% |
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