+18,440.6%
UNH vs ROP
+25,523.2%
-7,082.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | -0.1% |
| 7D | +1.1% | -4.4% | +5.5% | +2.2% |
| 30D | -3.8% | +3.2% | -7.0% | -4.6% |
| 3M | +0.7% | +23.1% | -22.3% | -4.8% |
| 6M | +37.9% | +13.3% | +24.6% | +32.8% |
| YTD | +21.9% | -7.9% | +29.8% | +23.8% |
| 1Y | +31.4% | -22.1% | +53.4% | +39.0% |
| 3Y | -11.4% | -16.8% | +5.4% | -8.3% |
| 5Y | +2.5% | -13.5% | +16.1% | +4.6% |
| 10Y | +242.9% | +137.7% | +105.2% | +177.6% |
| All | +18,440.6% | +25,523.2% | -7,082.7% | +6,813.9% |
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 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