+3.5%
UNH vs DLR
+40.9%
-37.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.7% | +2.9% | -4.5% | -1.9% |
| 30D | -3.8% | -1.2% | -2.7% | -3.7% |
| 3M | -4.3% | +2.9% | -7.2% | -4.7% |
| 6M | +38.6% | +6.7% | +31.9% | +37.5% |
| YTD | +20.7% | +23.9% | -3.2% | +17.8% |
| 1Y | +16.0% | +18.6% | -2.6% | +13.7% |
| 3Y | -13.5% | +59.7% | -73.1% | -19.9% |
| 5Y | +3.5% | +42.1% | -38.5% | +1.2% |
| All | +3.5% | +40.9% | -37.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling