+236.3%
UNH vs ROP
+135.7%
+100.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -3.2% | -8.0% | +4.8% | +0.7% |
| 30D | -3.5% | -2.7% | -0.7% | -2.4% |
| 3M | -4.2% | +16.6% | -20.8% | -12.1% |
| 6M | +38.3% | +10.4% | +27.9% | +29.8% |
| YTD | +19.2% | -12.1% | +31.3% | +26.1% |
| 1Y | +15.0% | -23.6% | +38.6% | +30.3% |
| 3Y | -14.5% | -19.3% | +4.8% | -7.8% |
| 5Y | +4.6% | -15.4% | +19.9% | +7.9% |
| All | +236.3% | +135.7% | +100.7% | +102.0% |
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