+4.6%
UNH vs DD
+57.4%
-52.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.8% |
| 30D | -3.5% | -11.5% | +8.0% | -1.8% |
| 3M | -4.2% | -5.4% | +1.2% | -3.5% |
| 6M | +38.3% | -6.9% | +45.2% | +39.2% |
| YTD | +19.2% | +6.9% | +12.3% | +17.1% |
| 1Y | +15.0% | +35.6% | -20.7% | +8.5% |
| 3Y | -14.5% | +42.5% | -57.1% | -20.9% |
| 5Y | +4.6% | +58.5% | -53.9% | -7.0% |
| All | +4.6% | +57.4% | -52.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling