+1,731.6%
UNH vs DG
+614.5%
+1,117.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +3.0% | +3.2% | -0.2% | +2.2% |
| 3M | +2.7% | +10.4% | -7.7% | +0.6% |
| 6M | +2.8% | +33.2% | -30.4% | -3.2% |
| YTD | +25.9% | +3.0% | +22.9% | +24.1% |
| 1Y | +25.8% | +31.2% | -5.4% | +17.8% |
| 3Y | -20.0% | +21.8% | -41.9% | -27.4% |
| 5Y | -2.8% | -35.0% | +32.1% | +2.1% |
| 10Y | +228.7% | +106.0% | +122.7% | +154.4% |
| All | +1,731.6% | +614.5% | +1,117.0% | +969.4% |
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