-11.8%
UNH vs RL
+211.8%
-223.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | +1.1% | +1.9% | -0.7% | +1.1% |
| 30D | -1.5% | -12.2% | +10.7% | -1.0% |
| 3M | -0.8% | -6.6% | +5.8% | -0.5% |
| 6M | +41.8% | +3.2% | +38.7% | +41.4% |
| YTD | +23.1% | -1.3% | +24.4% | +23.0% |
| 1Y | +28.5% | +13.6% | +14.9% | +28.1% |
| 3Y | -11.8% | +210.9% | -222.6% | -10.3% |
| All | -11.8% | +211.8% | -223.6% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling