+79.8%
UNH vs REPL
-6.0%
+85.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +1.1% | -3.0% | +4.0% | +1.1% |
| 30D | -3.8% | +27.1% | -30.9% | -4.5% |
| 3M | +0.7% | +52.4% | -51.6% | -1.6% |
| 6M | +37.9% | +107.4% | -69.6% | +29.1% |
| YTD | +21.9% | +54.7% | -32.8% | +15.4% |
| 1Y | +31.4% | +158.9% | -127.5% | +19.2% |
| 3Y | -11.4% | -23.7% | +12.3% | -21.4% |
| 5Y | +2.5% | -54.3% | +56.9% | -7.6% |
| All | +79.8% | -6.0% | +85.8% | +31.3% |
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