+74.5%
UBER vs ROST
+151.1%
-76.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -4.5% | -2.5% | -2.0% | -3.1% |
| 30D | -7.6% | -10.3% | +2.7% | -2.0% |
| 3M | +5.8% | -2.6% | +8.3% | +6.7% |
| 6M | +0.3% | +6.5% | -6.3% | -4.8% |
| YTD | -11.2% | +25.9% | -37.1% | -23.9% |
| 1Y | -23.0% | +52.3% | -75.3% | -41.4% |
| 3Y | +53.6% | +94.6% | -41.0% | -2.4% |
| 5Y | +81.9% | +111.1% | -29.2% | +5.7% |
| All | +74.5% | +151.1% | -76.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling