-16.3%
UNH vs DVA
+89.6%
-105.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -1.3% | -3.2% | -4.4% |
| 30D | -6.5% | 0.0% | -6.6% | -6.6% |
| 3M | -6.0% | -10.9% | +4.9% | -5.0% |
| 6M | +33.7% | +17.3% | +16.4% | +29.2% |
| YTD | +16.4% | +59.8% | -43.4% | +6.0% |
| 1Y | +10.1% | +36.3% | -26.2% | +3.2% |
| 3Y | -16.3% | +88.6% | -104.9% | -18.7% |
| All | -16.3% | +89.6% | -105.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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