+97.5%
ROST vs USAR
+73.6%
+23.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | -10.2% | -8.6% | -1.5% | -10.2% |
| 3M | +1.0% | -20.5% | +21.5% | +1.0% |
| 6M | +8.7% | +1.2% | +7.5% | +8.9% |
| YTD | +27.8% | +48.4% | -20.6% | +28.6% |
| 1Y | +52.7% | +30.6% | +22.0% | +54.2% |
| 3Y | +97.5% | +73.6% | +23.8% | +106.3% |
| All | +97.5% | +73.6% | +23.8% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling