+228.4%
UNH vs DLR
+177.5%
+50.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.5% | -4.3% | -2.2% | -5.6% |
| 3M | -6.0% | +3.8% | -9.8% | -7.2% |
| 6M | +33.7% | +5.8% | +27.8% | +31.1% |
| YTD | +16.4% | +23.5% | -7.1% | +9.6% |
| 1Y | +10.1% | +11.1% | -1.0% | +6.3% |
| 3Y | -16.3% | +57.9% | -74.2% | -29.0% |
| 5Y | +2.1% | +44.0% | -41.9% | -11.8% |
| All | +228.4% | +177.5% | +50.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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