+136,006.0%
UNH vs UL
+2,661.1%
+133,344.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +0.7% | +17.6% | -16.9% | -5.2% |
| 6M | +37.9% | -5.4% | +43.2% | +39.7% |
| YTD | +21.9% | +0.7% | +21.2% | +20.4% |
| 1Y | +31.4% | -9.3% | +40.6% | +34.5% |
| 3Y | -11.4% | +24.5% | -35.9% | -20.3% |
| 5Y | +2.5% | +23.2% | -20.7% | -9.0% |
| 10Y | +242.9% | +64.5% | +178.4% | +168.3% |
| All | +136,006.0% | +2,661.1% | +133,344.9% | +31,087.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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