+228.4%
UNH vs DD
+66.6%
+161.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.5% | -3.5% | -1.0% | -3.6% |
| 30D | -6.5% | -11.7% | +5.1% | -3.5% |
| 3M | -6.0% | -9.2% | +3.2% | -3.7% |
| 6M | +33.7% | -7.2% | +40.8% | +35.3% |
| YTD | +16.4% | +6.6% | +9.8% | +12.9% |
| 1Y | +10.1% | +32.0% | -21.9% | +0.2% |
| 3Y | -16.3% | +42.1% | -58.4% | -27.5% |
| 5Y | +2.1% | +58.1% | -56.0% | -16.9% |
| All | +228.4% | +66.6% | +161.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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