+216.1%
UNH vs ROP
+185.2%
+30.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.0% |
| 30D | +3.0% | +28.8% | -25.8% | -9.0% |
| 3M | +2.7% | +21.1% | -18.3% | -6.8% |
| 6M | +2.8% | +52.5% | -49.8% | -17.7% |
| YTD | +25.9% | +8.9% | +17.0% | +19.6% |
| 1Y | +25.8% | +8.2% | +17.6% | +19.9% |
| 3Y | -20.0% | -5.2% | -14.9% | -20.2% |
| 5Y | -2.8% | +1.7% | -4.5% | -8.2% |
| All | +216.1% | +185.2% | +30.9% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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