+84.5%
UNH vs REPL
+37.4%
+47.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +2.4% | +9.8% | -7.4% | +2.1% |
| 30D | +7.2% | +81.5% | -74.3% | +5.4% |
| 3M | +0.5% | +44.2% | -43.7% | -0.6% |
| 6M | +3.4% | +437.4% | -434.0% | -4.1% |
| YTD | +25.2% | +126.1% | -101.0% | +17.1% |
| 1Y | +22.7% | +143.1% | -120.5% | +14.4% |
| 3Y | -20.3% | +97.8% | -118.1% | -33.0% |
| 5Y | -3.4% | -34.3% | +30.9% | -13.7% |
| All | +84.5% | +37.4% | +47.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling