+228.4%
UNH vs ROST
+317.9%
-89.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | -6.9% | +0.3% | -4.7% |
| 3M | -6.0% | -3.3% | -2.7% | -5.4% |
| 6M | +33.7% | +9.0% | +24.6% | +29.5% |
| YTD | +16.4% | +28.9% | -12.5% | +7.4% |
| 1Y | +10.1% | +54.0% | -43.9% | -3.6% |
| 3Y | -16.3% | +100.7% | -117.0% | -33.5% |
| 5Y | +2.1% | +116.0% | -113.9% | -23.0% |
| All | +228.4% | +317.9% | -89.5% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling