+134,607.8%
UNH vs DTE
+3,490.3%
+131,117.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.6% |
| 30D | -3.8% | -0.5% | -3.3% | -3.6% |
| 3M | -4.3% | -6.0% | +1.7% | -1.8% |
| 6M | +38.6% | -7.2% | +45.8% | +42.7% |
| YTD | +20.7% | +7.2% | +13.5% | +16.3% |
| 1Y | +16.0% | +4.1% | +11.9% | +13.2% |
| 3Y | -13.5% | +46.9% | -60.3% | -29.4% |
| 5Y | +3.5% | +32.9% | -29.4% | -12.3% |
| 10Y | +245.3% | +144.5% | +100.9% | +115.3% |
| All | +134,607.8% | +3,490.3% | +131,117.6% | +20,516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling