+18.3%
UNH vs DOCN
+88.7%
-70.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.6% |
| 7D | -0.7% | -12.8% | +12.1% | -0.3% |
| 30D | +4.8% | -41.9% | +46.8% | +6.5% |
| 3M | -1.7% | -36.9% | +35.2% | -0.6% |
| 6M | +5.9% | -52.2% | +58.1% | +7.8% |
| YTD | +22.8% | +62.7% | -39.9% | +18.3% |
| 1Y | +25.9% | +58.2% | -32.3% | +21.4% |
| 3Y | -21.4% | +219.5% | -240.9% | -27.1% |
| 5Y | -6.3% | -32.9% | +26.6% | -11.3% |
| All | +18.3% | +88.7% | -70.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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