-14.3%
UNH vs ROST
+93.5%
-107.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.2% | -2.5% | -0.7% | -2.8% |
| 30D | -3.5% | -10.3% | +6.8% | -2.2% |
| 3M | -4.2% | -2.6% | -1.6% | -3.9% |
| 6M | +38.3% | +6.5% | +31.8% | +36.6% |
| YTD | +19.2% | +25.9% | -6.7% | +14.9% |
| 1Y | +15.0% | +52.3% | -37.4% | +8.4% |
| All | -14.3% | +93.5% | -107.7% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling