+18,930.0%
UNH vs ROP
+30,039.9%
-11,109.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | -2.7% | +5.0% | +3.1% |
| 30D | +7.2% | +29.7% | -22.5% | +0.3% |
| 3M | +0.5% | +21.2% | -20.7% | -4.6% |
| 6M | +3.4% | +48.3% | -44.8% | -7.0% |
| YTD | +25.2% | +8.4% | +16.8% | +21.7% |
| 1Y | +22.7% | +6.0% | +16.7% | +20.0% |
| 3Y | -20.3% | -5.6% | -14.7% | -20.2% |
| 5Y | -3.4% | +1.3% | -4.7% | -5.5% |
| 10Y | +226.8% | +184.1% | +42.7% | +152.5% |
| All | +18,930.0% | +30,039.9% | -11,109.8% | +6,695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling