+114.8%
ROST vs USAR
+74.5%
+40.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.2% | +2.3% | -2.1% | +0.2% |
| 30D | -10.0% | -8.6% | -1.3% | -10.0% |
| 3M | +1.2% | -20.5% | +21.7% | +1.2% |
| 6M | +8.9% | +1.2% | +7.7% | +9.1% |
| YTD | +28.1% | +48.4% | -20.3% | +28.8% |
| 1Y | +53.0% | +30.6% | +22.3% | +54.5% |
| 3Y | +97.9% | +73.6% | +24.2% | +108.9% |
| All | +114.8% | +74.5% | +40.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling