+116.5%
ROST vs USAR
-18.7%
+135.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.8% |
| 7D | +1.2% | -14.5% | +15.7% | +1.2% |
| 30D | +2.5% | -37.8% | +40.3% | +2.5% |
| 3M | -9.0% | -52.8% | +43.8% | -8.9% |
| 6M | +1.3% | -71.2% | +72.6% | +1.4% |
| YTD | +29.1% | -30.9% | +59.9% | +30.0% |
| 1Y | +45.4% | -48.0% | +93.4% | +46.2% |
| 3Y | +94.9% | -19.7% | +114.6% | +106.2% |
| All | +116.5% | -18.7% | +135.2% | +126.5% |
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