+7.3%
UNH vs RGTI
+53.1%
-45.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.2% | -0.1% | -3.0% | -3.2% |
| 30D | -3.5% | -16.2% | +12.7% | -3.3% |
| 3M | -4.2% | -22.0% | +17.9% | -4.0% |
| 6M | +38.3% | -10.8% | +49.1% | +38.0% |
| YTD | +19.2% | -31.6% | +50.8% | +19.2% |
| 1Y | +15.0% | -6.4% | +21.3% | +14.3% |
| 3Y | -14.5% | +665.7% | -680.2% | -18.7% |
| 5Y | +4.6% | +55.6% | -51.1% | +0.8% |
| All | +7.3% | +53.1% | -45.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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