+8,200.6%
USB vs ROST
+74,916.4%
-66,715.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.6% |
| 7D | +2.4% | +7.8% | -5.4% | +0.7% |
| 30D | +6.6% | +8.6% | -2.0% | +4.6% |
| 3M | -4.1% | -1.9% | -2.2% | -3.8% |
| 6M | +12.5% | +9.1% | +3.3% | +9.9% |
| YTD | +17.6% | +37.2% | -19.6% | +9.2% |
| 1Y | +36.5% | +52.7% | -16.2% | +23.7% |
| 3Y | +95.4% | +108.7% | -13.3% | +64.4% |
| 5Y | +26.1% | +120.7% | -94.6% | +3.3% |
| 10Y | +101.3% | +341.1% | -239.8% | +43.7% |
| All | +8,200.6% | +74,916.4% | -66,715.8% | +3,104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling