-20.0%
UNH vs DIA
+60.3%
-80.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +3.4% | +2.1% | +1.2% | +1.6% |
| 30D | +3.0% | +1.5% | +1.5% | +1.8% |
| 3M | +2.7% | -2.4% | +5.2% | +4.7% |
| 6M | +2.8% | +6.0% | -3.2% | -2.3% |
| YTD | +25.9% | +10.1% | +15.8% | +15.9% |
| 1Y | +25.8% | +11.8% | +14.0% | +14.4% |
| 3Y | -20.0% | +59.7% | -79.7% | -41.5% |
| All | -20.0% | +60.3% | -80.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling