-16.3%
UNH vs DTE
+43.4%
-59.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -4.5% | -2.6% | -2.0% | -4.2% |
| 30D | -6.5% | -4.4% | -2.1% | -6.0% |
| 3M | -6.0% | -8.3% | +2.3% | -5.0% |
| 6M | +33.7% | -8.1% | +41.7% | +35.0% |
| YTD | +16.4% | +4.4% | +12.0% | +15.9% |
| 1Y | +10.1% | +0.2% | +9.9% | +10.2% |
| 3Y | -16.3% | +42.6% | -58.9% | -18.2% |
| All | -16.3% | +43.4% | -59.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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