-0.5%
UNH vs OSCR
+96.8%
-97.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -4.5% | +1.6% | -6.2% | -4.6% |
| 30D | -6.5% | +10.7% | -17.2% | -7.2% |
| 3M | -6.0% | +13.4% | -19.3% | -6.9% |
| 6M | +33.7% | +144.6% | -110.9% | +26.5% |
| YTD | +16.4% | +128.0% | -111.7% | +10.6% |
| 1Y | +10.1% | +68.7% | -58.6% | +5.6% |
| 3Y | -16.3% | +398.8% | -415.1% | -24.4% |
| All | -0.5% | +96.8% | -97.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling