-0.5%
UNH vs RMBS
+265.4%
-265.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -4.5% | +1.8% | -6.3% | -4.6% |
| 30D | -6.5% | -13.9% | +7.4% | -6.3% |
| 3M | -6.0% | -39.8% | +33.8% | -5.3% |
| 6M | +33.7% | -6.0% | +39.7% | +32.4% |
| YTD | +16.4% | -5.4% | +21.7% | +15.2% |
| 1Y | +10.1% | -1.8% | +11.9% | +8.7% |
| 3Y | -16.3% | +53.7% | -70.0% | -20.3% |
| All | -0.5% | +265.4% | -265.9% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling