-6.7%
UNH vs RACE
+65.0%
-71.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.2% | +5.1% | -8.2% | -3.7% |
| 30D | +4.8% | +7.7% | -2.9% | +3.9% |
| 3M | -1.8% | +2.2% | -4.0% | -2.2% |
| 6M | +8.6% | +23.8% | -15.2% | +5.4% |
| YTD | +21.8% | +13.9% | +7.9% | +19.1% |
| 1Y | +25.8% | +3.8% | +22.1% | +24.6% |
| 3Y | -21.3% | +28.0% | -49.4% | -26.3% |
| All | -6.7% | +65.0% | -71.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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