+228.4%
UNH vs COPX
+583.8%
-355.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -4.5% | -2.3% | -2.2% | -4.1% |
| 30D | -6.5% | +0.3% | -6.8% | -6.8% |
| 3M | -6.0% | +6.8% | -12.8% | -7.9% |
| 6M | +33.7% | +7.9% | +25.7% | +29.2% |
| YTD | +16.4% | +23.7% | -7.3% | +8.1% |
| 1Y | +10.1% | +71.5% | -61.5% | -5.8% |
| 3Y | -16.3% | +149.1% | -165.4% | -36.9% |
| 5Y | +2.1% | +167.3% | -165.2% | -27.4% |
| All | +228.4% | +583.8% | -355.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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