+137,274.1%
UNH vs ROST
+69,900.8%
+67,373.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -1.5% | -10.0% | +8.4% | +0.4% |
| 3M | -0.8% | +1.2% | -2.1% | -1.2% |
| 6M | +41.8% | +8.9% | +32.9% | +39.0% |
| YTD | +23.1% | +28.1% | -5.0% | +16.9% |
| 1Y | +28.5% | +53.0% | -24.4% | +18.0% |
| 3Y | -11.8% | +97.9% | -109.6% | -23.6% |
| 5Y | +5.3% | +112.0% | -106.6% | -11.8% |
| 10Y | +247.4% | +303.0% | -55.5% | +154.2% |
| All | +137,274.1% | +69,900.8% | +67,373.3% | +40,661.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling