+216.1%
UNH vs ROL
+221.5%
-5.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | +3.4% | +3.0% | +0.4% | +2.4% |
| 30D | +3.0% | +19.8% | -16.8% | -2.7% |
| 3M | +2.7% | +7.9% | -5.2% | 0.0% |
| 6M | +2.8% | -25.6% | +28.4% | +12.0% |
| YTD | +25.9% | -34.1% | +60.0% | +41.6% |
| 1Y | +25.8% | -31.4% | +57.2% | +39.4% |
| 3Y | -20.0% | +4.7% | -24.7% | -25.3% |
| 5Y | -2.8% | +15.6% | -18.4% | -14.8% |
| All | +216.1% | +221.5% | -5.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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