+7,552.8%
UNH vs DVA
+5,118.1%
+2,434.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -3.5% | +1.7% | -5.1% | -3.8% |
| 3M | -4.2% | -8.7% | +4.5% | -3.0% |
| 6M | +38.3% | +19.7% | +18.7% | +31.9% |
| YTD | +19.2% | +59.6% | -40.4% | +6.7% |
| 1Y | +15.0% | +37.1% | -22.1% | +6.0% |
| 3Y | -14.5% | +89.8% | -104.3% | -27.4% |
| 5Y | +4.6% | +47.4% | -42.8% | -9.4% |
| 10Y | +241.1% | +184.9% | +56.3% | +154.3% |
| All | +7,552.8% | +5,118.1% | +2,434.6% | +3,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling