+115.7%
ROST vs USAR
+74.0%
+41.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +0.9% | -2.1% | +3.0% | +0.9% |
| 30D | -8.9% | +2.6% | -11.5% | -8.9% |
| 3M | -0.8% | -35.0% | +34.2% | -0.8% |
| 6M | +8.5% | -6.9% | +15.4% | +8.5% |
| YTD | +28.6% | +48.0% | -19.4% | +29.4% |
| 1Y | +52.3% | +24.8% | +27.5% | +53.8% |
| 3Y | +94.8% | +73.2% | +21.6% | +105.8% |
| All | +115.7% | +74.0% | +41.7% | +125.5% |
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 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