+52.4%
ROST vs USAR
+25.8%
+26.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.7% |
| 7D | -2.2% | -4.4% | +2.2% | -2.1% |
| 30D | -11.4% | -10.4% | -1.0% | -11.2% |
| 3M | -1.6% | -18.4% | +16.7% | -1.2% |
| 6M | +6.8% | -8.8% | +15.6% | +6.6% |
| YTD | +25.8% | +43.4% | -17.6% | +25.1% |
| 1Y | +52.4% | +21.0% | +31.4% | +54.6% |
| All | +52.4% | +25.8% | +26.6% | +54.6% |
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 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