-21.3%
UNH vs ROIV
+314.9%
-336.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.9% |
| 7D | -3.2% | +5.3% | -8.5% | -3.5% |
| 30D | +4.8% | +11.9% | -7.1% | +3.9% |
| 3M | -1.8% | +10.7% | -12.5% | -2.7% |
| 6M | +8.6% | +34.9% | -26.3% | +6.0% |
| YTD | +21.8% | +79.2% | -57.4% | +15.9% |
| 1Y | +25.8% | +89.0% | -63.2% | +19.3% |
| 3Y | -21.3% | +337.3% | -358.7% | -28.3% |
| All | -21.3% | +314.9% | -336.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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