+5.3%
UNH vs ROL
-2.9%
+8.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.4% |
| 7D | +1.1% | -3.4% | +4.6% | +1.8% |
| 30D | -1.5% | -6.9% | +5.4% | -0.2% |
| 3M | -0.8% | -24.6% | +23.8% | +4.2% |
| 6M | +41.8% | -39.5% | +81.3% | +54.9% |
| YTD | +23.1% | -41.1% | +64.2% | +34.5% |
| 1Y | +28.5% | -37.9% | +66.5% | +38.7% |
| 3Y | -11.8% | +0.8% | -12.6% | -16.1% |
| 5Y | +5.3% | -4.7% | +10.0% | -3.7% |
| All | +5.3% | -2.9% | +8.2% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling