-3.6%
UNH vs REPL
-34.5%
+30.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.5% |
| 7D | -1.6% | +5.3% | -6.8% | -1.6% |
| 30D | +6.5% | +66.6% | -60.2% | +5.8% |
| 3M | +0.8% | +59.6% | -58.8% | +0.2% |
| 6M | +6.1% | +482.4% | -476.3% | +2.3% |
| YTD | +24.5% | +124.1% | -99.6% | +21.0% |
| 1Y | +26.3% | +138.6% | -112.2% | +22.6% |
| 3Y | -20.7% | +96.0% | -116.8% | -27.4% |
| 5Y | -3.6% | -35.4% | +31.8% | -10.5% |
| All | -3.6% | -34.5% | +30.9% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling