+8,438.8%
USB vs ROST
+70,186.2%
-61,747.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | -1.3% | -8.9% | +7.6% | +0.7% |
| 3M | +15.2% | -0.8% | +16.1% | +15.2% |
| 6M | +18.8% | +8.5% | +10.3% | +16.3% |
| YTD | +21.0% | +28.6% | -7.6% | +14.0% |
| 1Y | +34.0% | +52.3% | -18.3% | +21.5% |
| 3Y | +95.3% | +94.8% | +0.5% | +67.1% |
| 5Y | +40.4% | +110.8% | -70.4% | +16.2% |
| 10Y | +107.3% | +304.5% | -197.2% | +50.7% |
| All | +8,438.8% | +70,186.2% | -61,747.4% | +3,246.7% |
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