-11.8%
UNH vs RBA
+29.1%
-40.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | -1.5% | -13.2% | +11.7% | -0.1% |
| 3M | -0.8% | -21.4% | +20.5% | +1.2% |
| 6M | +41.8% | -20.9% | +62.7% | +44.4% |
| YTD | +23.1% | -19.9% | +42.9% | +24.4% |
| 1Y | +28.5% | -28.7% | +57.2% | +31.6% |
| 3Y | -11.8% | +27.4% | -39.2% | -15.9% |
| All | -11.8% | +29.1% | -40.8% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling