-11.0%
UNH vs USAR
-18.3%
+7.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +6.5% | -30.1% | +36.5% | +6.9% |
| 3M | +0.8% | -56.3% | +57.1% | +1.8% |
| 6M | +6.1% | -68.6% | +74.6% | +7.4% |
| YTD | +24.5% | -30.5% | +55.0% | +23.8% |
| 1Y | +26.3% | -53.5% | +79.8% | +26.3% |
| 3Y | -20.7% | -19.3% | -1.4% | -20.7% |
| All | -11.0% | -18.3% | +7.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling