+225.1%
UNH vs RBA
+209.3%
+15.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +6.5% | +9.0% | -2.5% | +4.4% |
| 3M | +0.8% | +7.2% | -6.4% | -1.0% |
| 6M | +6.1% | -7.8% | +13.8% | +7.0% |
| YTD | +24.5% | -6.4% | +30.8% | +24.3% |
| 1Y | +26.3% | -4.2% | +30.5% | +25.4% |
| 3Y | -20.7% | +64.1% | -84.8% | -32.2% |
| 5Y | -3.6% | +48.4% | -52.0% | -17.4% |
| 10Y | +225.1% | +209.9% | +15.1% | +101.1% |
| All | +225.1% | +209.3% | +15.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling