-16.3%
UNH vs NOK
+195.7%
-212.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -2.6% |
| 7D | -4.5% | +11.0% | -15.5% | -5.0% |
| 30D | -6.5% | +7.8% | -14.4% | -6.9% |
| 3M | -6.0% | -21.0% | +15.0% | -5.1% |
| 6M | +33.7% | +40.9% | -7.2% | +28.6% |
| YTD | +16.4% | +72.0% | -55.6% | +10.5% |
| 1Y | +10.1% | +140.9% | -130.8% | +2.2% |
| 3Y | -16.3% | +194.3% | -210.6% | -23.1% |
| All | -16.3% | +195.7% | -212.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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