+1,324.2%
UNH vs URA
-51.6%
+1,375.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.1% |
| 7D | +2.4% | +4.5% | -2.1% | +1.6% |
| 30D | +7.2% | -13.4% | +20.7% | +9.5% |
| 3M | +0.5% | -28.4% | +28.9% | +5.5% |
| 6M | +3.4% | -40.5% | +43.9% | +11.3% |
| YTD | +25.2% | -24.3% | +49.4% | +27.5% |
| 1Y | +22.7% | -28.8% | +51.5% | +26.0% |
| 3Y | -20.3% | +37.6% | -57.9% | -30.4% |
| 5Y | -3.4% | +30.7% | -34.1% | -17.3% |
| 10Y | +226.8% | +266.8% | -40.0% | +98.6% |
| All | +1,324.2% | -51.6% | +1,375.8% | +1,143.0% |
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