+228.4%
UNH vs RIO
+608.6%
-380.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -4.5% | -3.2% | -1.3% | -3.9% |
| 30D | -6.5% | +0.9% | -7.5% | -6.8% |
| 3M | -6.0% | -1.4% | -4.6% | -5.9% |
| 6M | +33.7% | +10.9% | +22.7% | +29.5% |
| YTD | +16.4% | +31.2% | -14.8% | +8.0% |
| 1Y | +10.1% | +67.9% | -57.8% | -3.7% |
| 3Y | -16.3% | +88.8% | -105.1% | -30.3% |
| 5Y | +2.1% | +93.1% | -91.0% | -18.1% |
| All | +228.4% | +608.6% | -380.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling