-0.5%
UNH vs RIG
+59.7%
-60.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.3% |
| 7D | -4.5% | -3.1% | -1.5% | -4.4% |
| 30D | -6.5% | -0.5% | -6.0% | -6.5% |
| 3M | -6.0% | -6.0% | 0.0% | -5.8% |
| 6M | +33.7% | -10.1% | +43.8% | +34.0% |
| YTD | +16.4% | +37.3% | -20.9% | +14.2% |
| 1Y | +10.1% | +73.9% | -63.8% | +6.6% |
| 3Y | -16.3% | -30.2% | +13.9% | -16.3% |
| All | -0.5% | +59.7% | -60.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling