+7,457.8%
UNH vs RL
+1,549.7%
+5,908.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -0.8% |
| 30D | +6.5% | +5.6% | +0.9% | +5.2% |
| 3M | +0.8% | -0.6% | +1.4% | +0.8% |
| 6M | +6.1% | +15.5% | -9.4% | +2.5% |
| YTD | +24.5% | +12.3% | +12.1% | +20.4% |
| 1Y | +26.3% | +19.3% | +7.0% | +20.7% |
| 3Y | -20.7% | +255.5% | -276.3% | -41.2% |
| 5Y | -3.6% | +247.1% | -250.6% | -30.0% |
| 10Y | +225.1% | +346.0% | -121.0% | +109.3% |
| All | +7,457.8% | +1,549.7% | +5,908.0% | +3,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling