+15.0%
UNH vs RL
+9.4%
+5.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -3.5% | -15.3% | +11.9% | -1.1% |
| 3M | -4.2% | -10.3% | +6.2% | -2.8% |
| 6M | +38.3% | -2.2% | +40.5% | +37.0% |
| YTD | +19.2% | -4.3% | +23.5% | +18.2% |
| 1Y | +15.0% | +8.9% | +6.1% | +9.9% |
| All | +15.0% | +9.4% | +5.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling