+138,844.1%
UNH vs ROL
+9,745.6%
+129,098.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | +6.5% | +20.6% | -14.1% | +0.7% |
| 3M | +0.8% | +4.5% | -3.7% | -0.8% |
| 6M | +6.1% | -26.5% | +32.6% | +15.2% |
| YTD | +24.5% | -34.8% | +59.3% | +39.2% |
| 1Y | +26.3% | -33.2% | +59.5% | +40.1% |
| 3Y | -20.7% | +4.5% | -25.2% | -24.2% |
| 5Y | -3.6% | +15.5% | -19.1% | -12.0% |
| 10Y | +225.1% | +217.2% | +7.8% | +115.2% |
| All | +138,844.1% | +9,745.6% | +129,098.5% | +29,511.3% |
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