-1.1%
UNH vs DT
-37.8%
+36.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.4% | +3.1% | +0.2% | +3.1% |
| 30D | +3.0% | -29.5% | +32.5% | +5.4% |
| 3M | +2.7% | -11.7% | +14.5% | +3.4% |
| 6M | +2.8% | +29.0% | -26.2% | +0.3% |
| YTD | +25.9% | +3.4% | +22.5% | +24.5% |
| 1Y | +25.8% | -4.2% | +30.0% | +25.1% |
| 3Y | -20.0% | -12.8% | -7.2% | -20.4% |
| All | -1.1% | -37.8% | +36.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling