+123.8%
ROST vs USAR
-21.7%
+145.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +0.8% |
| 7D | +3.2% | -9.1% | +12.2% | +3.2% |
| 30D | +7.4% | -36.9% | +44.4% | +7.5% |
| 3M | -6.1% | -58.4% | +52.4% | -6.0% |
| 6M | +6.2% | -70.6% | +76.9% | +6.3% |
| YTD | +33.4% | -33.4% | +66.9% | +34.4% |
| 1Y | +48.8% | -54.0% | +102.8% | +49.5% |
| 3Y | +99.5% | -22.7% | +122.2% | +111.1% |
| All | +123.8% | -21.7% | +145.6% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling