+228.0%
UNH vs DECK
+874.1%
-646.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.2% | +5.8% | -8.9% | -3.9% |
| 30D | +4.8% | +7.9% | -3.0% | +3.7% |
| 3M | -1.8% | -11.4% | +9.6% | -0.3% |
| 6M | +8.6% | -16.6% | +25.2% | +10.9% |
| YTD | +21.8% | -16.4% | +38.1% | +23.5% |
| 1Y | +25.8% | +8.6% | +17.2% | +22.9% |
| 3Y | -21.3% | -15.1% | -6.2% | -24.9% |
| 5Y | -5.3% | +22.9% | -28.2% | -18.4% |
| All | +228.0% | +874.1% | -646.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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