+137,274.1%
UNH vs ROST
+69,765.8%
+67,508.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.5% | -10.2% | +8.6% | +0.4% |
| 3M | -0.8% | +1.0% | -1.9% | -1.2% |
| 6M | +41.8% | +8.7% | +33.1% | +39.0% |
| YTD | +23.1% | +27.8% | -4.7% | +17.0% |
| 1Y | +28.5% | +52.7% | -24.1% | +18.1% |
| 3Y | -11.8% | +97.5% | -109.2% | -23.6% |
| 5Y | +5.3% | +111.6% | -106.2% | -11.8% |
| 10Y | +247.4% | +302.2% | -54.7% | +154.3% |
| All | +137,274.1% | +69,765.8% | +67,508.3% | +40,676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling