+303.0%
ROST vs UAL
+103.3%
+199.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +0.2% | +3.5% | -3.2% | -0.7% |
| 30D | -10.0% | -16.5% | +6.5% | -5.6% |
| 3M | +1.2% | +2.8% | -1.5% | -0.4% |
| 6M | +8.9% | +17.6% | -8.6% | +2.4% |
| YTD | +28.1% | -3.2% | +31.3% | +26.0% |
| 1Y | +53.0% | +0.4% | +52.5% | +47.9% |
| 3Y | +97.9% | +128.2% | -30.3% | +39.4% |
| 5Y | +112.0% | +137.7% | -25.7% | +40.3% |
| 10Y | +303.0% | +99.1% | +203.8% | +152.4% |
| All | +303.0% | +103.3% | +199.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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