-14.3%
UNH vs DT
+8.0%
-22.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -3.2% | -2.5% | -0.6% | -3.0% |
| 30D | -3.5% | +3.5% | -7.0% | -3.8% |
| 3M | -4.2% | +26.7% | -30.9% | -6.2% |
| 6M | +38.3% | +36.1% | +2.2% | +33.9% |
| YTD | +19.2% | +18.6% | +0.6% | +16.8% |
| 1Y | +15.0% | +7.9% | +7.1% | +13.6% |
| All | -14.3% | +8.0% | -22.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling