+216.1%
UNH vs URA
+266.3%
-50.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +3.4% | -1.5% | +4.9% | +3.5% |
| 30D | +3.0% | -10.4% | +13.4% | +4.3% |
| 3M | +2.7% | -29.6% | +32.4% | +7.1% |
| 6M | +2.8% | -40.3% | +43.1% | +9.1% |
| YTD | +25.9% | -25.5% | +51.4% | +27.9% |
| 1Y | +25.8% | -26.4% | +52.2% | +27.7% |
| 3Y | -20.0% | +31.4% | -51.5% | -28.9% |
| 5Y | -2.8% | +28.6% | -31.4% | -15.4% |
| All | +216.1% | +266.3% | -50.2% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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