+78.0%
UNH vs REPL
-9.7%
+87.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.9% |
| 7D | -1.7% | -9.6% | +7.9% | -1.4% |
| 30D | -3.8% | +5.7% | -9.5% | -4.0% |
| 3M | -4.3% | +56.4% | -60.7% | -6.6% |
| 6M | +38.6% | +67.4% | -28.8% | +31.0% |
| YTD | +20.7% | +48.7% | -28.0% | +14.3% |
| 1Y | +16.0% | +148.3% | -132.3% | +5.4% |
| 3Y | -13.5% | -26.7% | +13.2% | -23.1% |
| 5Y | +3.5% | -54.1% | +57.7% | -7.0% |
| All | +78.0% | -9.7% | +87.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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