+6.1%
UNH vs REPL
+444.5%
-438.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.6% |
| 7D | -1.6% | +5.3% | -6.8% | -1.5% |
| 30D | +6.5% | +66.6% | -60.2% | +7.0% |
| 3M | +0.8% | +59.6% | -58.8% | +1.4% |
| 6M | +6.1% | +482.4% | -476.3% | +9.0% |
| All | +6.1% | +444.5% | -438.4% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling