+228.4%
UNH vs RL
+311.3%
-82.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -4.5% | -3.4% | -1.1% | -4.0% |
| 30D | -6.5% | -14.4% | +7.9% | -4.1% |
| 3M | -6.0% | -13.6% | +7.6% | -3.8% |
| 6M | +33.7% | +0.6% | +33.1% | +32.5% |
| YTD | +16.4% | -3.6% | +20.0% | +16.2% |
| 1Y | +10.1% | +8.3% | +1.7% | +7.6% |
| 3Y | -16.3% | +204.8% | -221.1% | -34.8% |
| 5Y | +2.1% | +232.9% | -230.8% | -24.4% |
| All | +228.4% | +311.3% | -82.9% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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