+301.7%
UNH vs RACE
+647.6%
-345.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | -3.8% | +0.8% | -4.6% | -4.1% |
| 3M | +0.7% | +17.2% | -16.4% | -3.4% |
| 6M | +37.9% | +13.6% | +24.3% | +32.6% |
| YTD | +21.9% | +12.2% | +9.7% | +17.3% |
| 1Y | +31.4% | -16.3% | +47.6% | +35.4% |
| 3Y | -11.4% | +36.4% | -47.8% | -22.6% |
| 5Y | +2.5% | +95.0% | -92.4% | -21.8% |
| 10Y | +242.9% | +813.2% | -570.4% | +85.5% |
| All | +301.7% | +647.6% | -345.9% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling