+136,006.1%
UNH vs ROL
+9,030.3%
+126,975.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | -3.8% | -4.1% | +0.3% | -2.6% |
| 3M | +0.7% | -22.5% | +23.2% | +8.2% |
| 6M | +37.9% | -37.7% | +75.5% | +57.5% |
| YTD | +21.9% | -39.6% | +61.5% | +39.9% |
| 1Y | +31.4% | -36.0% | +67.4% | +47.7% |
| 3Y | -11.4% | -5.1% | -6.3% | -12.9% |
| 5Y | +2.5% | -3.4% | +5.9% | -1.3% |
| 10Y | +242.9% | +215.2% | +27.6% | +128.0% |
| All | +136,006.1% | +9,030.3% | +126,975.9% | +29,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling