+136,006.1%
UNH vs DD
+961.9%
+135,044.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | -3.5% | +4.6% | +2.1% |
| 30D | -3.8% | -10.3% | +6.5% | -0.9% |
| 3M | +0.7% | -7.5% | +8.3% | +2.8% |
| 6M | +37.9% | -8.0% | +45.9% | +40.0% |
| YTD | +21.9% | +10.5% | +11.5% | +17.1% |
| 1Y | +31.4% | +38.3% | -6.9% | +17.9% |
| 3Y | -11.4% | +42.5% | -53.9% | -23.4% |
| 5Y | +2.5% | +60.2% | -57.6% | -16.2% |
| 10Y | +242.9% | +68.9% | +174.0% | +159.6% |
| All | +136,006.1% | +961.9% | +135,044.2% | +40,421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling