+9,589.8%
UNH vs DLTR
+10,476.7%
-886.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.6% | -1.3% |
| 7D | -1.7% | -10.2% | +8.6% | -0.3% |
| 30D | -3.8% | -8.5% | +4.7% | -2.7% |
| 3M | -4.3% | +5.6% | -9.8% | -5.2% |
| 6M | +38.6% | +2.2% | +36.4% | +37.1% |
| YTD | +20.7% | -3.8% | +24.4% | +20.3% |
| 1Y | +16.0% | +22.9% | -6.9% | +11.6% |
| 3Y | -13.5% | +2.0% | -15.5% | -16.9% |
| 5Y | +3.5% | +29.8% | -26.3% | -6.3% |
| 10Y | +245.3% | +45.0% | +200.3% | +199.8% |
| All | +9,589.8% | +10,476.7% | -886.9% | +4,664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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