-11.8%
UNH vs REPL
-24.7%
+12.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +1.1% | -5.7% | +6.9% | +1.2% |
| 30D | -1.5% | +22.5% | -24.0% | -1.7% |
| 3M | -0.8% | +64.7% | -65.5% | -1.3% |
| 6M | +41.8% | +83.0% | -41.2% | +39.9% |
| YTD | +23.1% | +52.0% | -28.9% | +21.6% |
| 1Y | +28.5% | +144.5% | -116.0% | +25.0% |
| 3Y | -11.8% | -25.1% | +13.3% | -20.0% |
| All | -11.8% | -24.7% | +12.9% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling