+112.3%
ROST vs UAL
+142.0%
-29.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -8.9% | -16.1% | +7.2% | -5.4% |
| 3M | -0.8% | +6.1% | -7.0% | -2.8% |
| 6M | +8.5% | +10.8% | -2.4% | +4.5% |
| YTD | +28.6% | -0.4% | +29.0% | +26.1% |
| 1Y | +52.3% | +5.0% | +47.3% | +46.8% |
| 3Y | +94.8% | +124.0% | -29.2% | +44.7% |
| All | +112.3% | +142.0% | -29.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling