+31.4%
UNH vs RMBS
+16.3%
+15.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -3.8% | -12.2% | +8.4% | -3.7% |
| 3M | +0.7% | -49.5% | +50.3% | +1.6% |
| 6M | +37.9% | -7.1% | +45.0% | +33.9% |
| YTD | +21.9% | -7.0% | +28.9% | +18.8% |
| 1Y | +31.4% | +13.3% | +18.0% | +29.7% |
| All | +31.4% | +16.3% | +15.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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