+140,402.8%
UNH vs DD
+1,141.0%
+139,261.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.4% | +5.0% | -1.6% | +1.9% |
| 30D | +3.0% | +19.7% | -16.7% | -2.2% |
| 3M | +2.7% | +7.2% | -4.5% | +0.5% |
| 6M | +2.8% | +1.0% | +1.7% | +1.9% |
| YTD | +25.9% | +29.1% | -3.2% | +15.4% |
| 1Y | +25.8% | +28.5% | -2.7% | +15.5% |
| 3Y | -20.0% | +89.4% | -109.5% | -36.3% |
| 5Y | -2.8% | +67.1% | -70.0% | -21.4% |
| 10Y | +228.7% | +97.5% | +131.2% | +137.6% |
| All | +140,402.8% | +1,141.0% | +139,261.8% | +39,837.7% |
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