+140,402.7%
UNH vs ROL
+9,850.6%
+130,552.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | +3.4% | +3.0% | +0.4% | +2.5% |
| 30D | +3.0% | +19.8% | -16.8% | -2.4% |
| 3M | +2.7% | +7.9% | -5.2% | +0.1% |
| 6M | +2.8% | -25.6% | +28.4% | +11.2% |
| YTD | +25.9% | -34.1% | +60.0% | +40.3% |
| 1Y | +25.8% | -31.4% | +57.2% | +38.4% |
| 3Y | -20.0% | +4.7% | -24.7% | -23.6% |
| 5Y | -2.8% | +15.6% | -18.4% | -11.4% |
| 10Y | +228.7% | +220.6% | +8.1% | +116.9% |
| All | +140,402.7% | +9,850.6% | +130,552.2% | +29,747.2% |
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