+1,674.3%
UNH vs DG
+606.1%
+1,068.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.1% | +8.4% | -7.3% | -0.5% |
| 30D | -3.8% | +4.9% | -8.7% | -4.7% |
| 3M | +0.7% | +29.3% | -28.6% | -4.3% |
| 6M | +37.9% | -11.3% | +49.1% | +40.2% |
| YTD | +21.9% | +1.8% | +20.2% | +20.7% |
| 1Y | +31.4% | +25.3% | +6.0% | +24.2% |
| 3Y | -11.4% | +9.1% | -20.5% | -17.4% |
| 5Y | +2.5% | -34.9% | +37.4% | +7.8% |
| 10Y | +242.9% | +108.2% | +134.7% | +164.9% |
| All | +1,674.3% | +606.1% | +1,068.2% | +940.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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