+228.4%
UNH vs ROK
+357.9%
-129.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.8% |
| 7D | -4.5% | -1.2% | -3.3% | -4.2% |
| 30D | -6.5% | -4.8% | -1.7% | -5.3% |
| 3M | -6.0% | -6.1% | +0.1% | -4.7% |
| 6M | +33.7% | +15.5% | +18.2% | +27.2% |
| YTD | +16.4% | +11.2% | +5.2% | +11.6% |
| 1Y | +10.1% | +23.8% | -13.8% | +2.2% |
| 3Y | -16.3% | +53.1% | -69.4% | -30.0% |
| 5Y | +2.1% | +48.3% | -46.2% | -16.4% |
| All | +228.4% | +357.9% | -129.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling