+228.4%
UNH vs OMC
+34.2%
+194.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.5% | -4.4% | -0.2% | -3.4% |
| 30D | -6.5% | -7.6% | +1.1% | -4.6% |
| 3M | -6.0% | +4.5% | -10.5% | -7.7% |
| 6M | +33.7% | -0.3% | +33.9% | +32.8% |
| YTD | +16.4% | -0.1% | +16.5% | +14.9% |
| 1Y | +10.1% | +4.6% | +5.4% | +6.9% |
| 3Y | -16.3% | +10.5% | -26.8% | -22.2% |
| 5Y | +2.1% | +31.7% | -29.6% | -14.3% |
| All | +228.4% | +34.2% | +194.1% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling