+1,376.9%
UNH vs DLR
+3,455.1%
-2,078.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | +3.4% | +3.3% | +0.1% | +2.5% |
| 30D | +3.0% | +4.6% | -1.6% | +1.7% |
| 3M | +2.7% | -8.3% | +11.0% | +4.7% |
| 6M | +2.8% | -5.6% | +8.4% | +3.6% |
| YTD | +25.9% | +18.7% | +7.2% | +19.0% |
| 1Y | +25.8% | +17.1% | +8.7% | +19.3% |
| 3Y | -20.0% | +54.4% | -74.4% | -31.6% |
| 5Y | -2.8% | +36.5% | -39.3% | -16.0% |
| 10Y | +228.7% | +187.7% | +41.0% | +125.1% |
| All | +1,376.9% | +3,455.1% | -2,078.2% | +446.2% |
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