-20.0%
UNH vs RIG
-16.1%
-4.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.4% |
| 7D | +3.4% | +5.7% | -2.3% | +3.1% |
| 30D | +3.0% | -0.7% | +3.7% | +2.9% |
| 3M | +2.7% | -3.1% | +5.9% | +2.7% |
| 6M | +2.8% | -16.3% | +19.1% | +3.3% |
| YTD | +25.9% | +34.1% | -8.3% | +23.7% |
| 1Y | +25.8% | +38.2% | -12.4% | +23.4% |
| 3Y | -20.0% | -15.3% | -4.7% | -22.0% |
| All | -20.0% | -16.1% | -4.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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