+1,330.6%
UNH vs DLR
+3,595.6%
-2,265.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | -3.8% | -3.4% | -0.4% | -3.0% |
| 3M | +0.7% | +0.5% | +0.2% | +0.2% |
| 6M | +37.9% | +4.6% | +33.3% | +35.4% |
| YTD | +21.9% | +23.4% | -1.5% | +14.5% |
| 1Y | +31.4% | +19.0% | +12.3% | +24.2% |
| 3Y | -11.4% | +56.5% | -67.9% | -24.4% |
| 5Y | +2.5% | +33.3% | -30.8% | -10.5% |
| 10Y | +242.9% | +165.1% | +77.7% | +140.4% |
| All | +1,330.6% | +3,595.6% | -2,265.0% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling