+15.0%
UNH vs REPL
+126.3%
-111.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -1.2% |
| 7D | -3.2% | -13.4% | +10.2% | -3.1% |
| 30D | -3.5% | -3.0% | -0.5% | -3.4% |
| 3M | -4.2% | +56.3% | -60.5% | -4.2% |
| 6M | +38.3% | +60.9% | -22.6% | +37.7% |
| YTD | +19.2% | +36.2% | -17.0% | +19.0% |
| 1Y | +15.0% | +121.0% | -106.1% | +12.0% |
| All | +15.0% | +126.3% | -111.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling