+94.9%
ROST vs UAL
+197.6%
-102.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | +1.2% | +8.2% | -6.9% | +0.1% |
| 30D | +2.5% | +2.3% | +0.1% | +2.0% |
| 3M | -9.0% | -12.7% | +3.7% | -7.4% |
| 6M | +1.3% | +12.7% | -11.3% | -1.2% |
| YTD | +29.1% | +0.8% | +28.2% | +26.9% |
| 1Y | +45.4% | +17.8% | +27.6% | +39.6% |
| 3Y | +94.9% | +206.7% | -111.8% | +54.7% |
| All | +94.9% | +197.6% | -102.8% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling