+15.0%
UNH vs ROP
-24.5%
+39.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -3.2% | -8.0% | +4.8% | -0.8% |
| 30D | -3.5% | -2.7% | -0.7% | -2.8% |
| 3M | -4.2% | +16.6% | -20.8% | -10.2% |
| 6M | +38.3% | +10.4% | +27.9% | +32.9% |
| YTD | +19.2% | -12.1% | +31.3% | +35.1% |
| 1Y | +15.0% | -23.6% | +38.6% | +36.5% |
| All | +15.0% | -24.5% | +39.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling