+228.4%
UNH vs DE
+863.9%
-635.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -4.5% | -2.6% | -2.0% | -3.8% |
| 30D | -6.5% | +9.0% | -15.6% | -9.0% |
| 3M | -6.0% | +19.1% | -25.1% | -11.1% |
| 6M | +33.7% | +14.4% | +19.3% | +27.3% |
| YTD | +16.4% | +45.9% | -29.6% | +2.2% |
| 1Y | +10.1% | +43.6% | -33.5% | -3.0% |
| 3Y | -16.3% | +75.9% | -92.2% | -32.6% |
| 5Y | +2.1% | +98.8% | -96.7% | -24.0% |
| All | +228.4% | +863.9% | -635.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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