+4,082.0%
ROST vs UAL
+242.1%
+3,840.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -8.9% | -16.1% | +7.2% | -6.0% |
| 3M | -0.8% | +6.1% | -7.0% | -2.3% |
| 6M | +8.5% | +10.8% | -2.4% | +5.4% |
| YTD | +28.6% | -0.4% | +29.0% | +26.8% |
| 1Y | +52.3% | +5.0% | +47.3% | +48.1% |
| 3Y | +94.8% | +124.0% | -29.2% | +58.5% |
| 5Y | +110.8% | +141.0% | -30.2% | +65.5% |
| 10Y | +304.5% | +118.0% | +186.5% | +201.4% |
| All | +4,082.0% | +242.1% | +3,840.0% | +2,202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling