+245.3%
UNH vs DIS
+20.9%
+224.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -1.7% | -3.5% | +1.9% | -0.8% |
| 30D | -3.8% | +1.0% | -4.8% | -4.1% |
| 3M | -4.3% | +5.7% | -10.0% | -5.8% |
| 6M | +38.6% | +3.3% | +35.4% | +36.9% |
| YTD | +20.7% | -7.7% | +28.4% | +22.4% |
| 1Y | +16.0% | -10.0% | +26.0% | +18.2% |
| 3Y | -13.5% | +31.7% | -45.2% | -22.9% |
| 5Y | +3.5% | -42.2% | +45.7% | +19.8% |
| 10Y | +245.3% | +22.3% | +223.0% | +169.3% |
| All | +245.3% | +20.9% | +224.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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