+1,324.1%
UNH vs URA
-50.4%
+1,374.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +6.8% | -14.8% | +21.6% | +9.4% |
| 3M | -0.3% | -25.3% | +25.0% | +4.0% |
| 6M | +7.9% | -39.9% | +47.8% | +15.9% |
| YTD | +25.1% | -22.4% | +47.6% | +27.1% |
| 1Y | +29.3% | -29.0% | +58.3% | +33.0% |
| 3Y | -20.3% | +41.0% | -61.3% | -30.6% |
| 5Y | -3.6% | +38.3% | -41.9% | -18.3% |
| 10Y | +227.5% | +276.1% | -48.6% | +98.3% |
| All | +1,324.1% | -50.4% | +1,374.5% | +1,139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling