-3.6%
UNH vs RCAT
+63.2%
-66.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.0% |
| 7D | +0.2% | -5.6% | +5.8% | +0.2% |
| 30D | +6.8% | -27.0% | +33.8% | +7.4% |
| 3M | -0.3% | -57.9% | +57.6% | +1.4% |
| 6M | +7.9% | -59.4% | +67.3% | +9.4% |
| YTD | +25.1% | -46.9% | +72.1% | +25.1% |
| 1Y | +29.3% | -54.0% | +83.4% | +29.5% |
| 3Y | -20.3% | +378.4% | -398.7% | -27.0% |
| 5Y | -3.6% | +61.9% | -65.5% | -9.6% |
| All | -3.6% | +63.2% | -66.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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