+7,866.0%
UNH vs RMBS
+1,376.2%
+6,489.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -1.7% | +3.5% | -5.1% | -1.9% |
| 30D | -3.8% | -8.6% | +4.8% | -3.4% |
| 3M | -4.3% | -40.3% | +36.0% | -1.6% |
| 6M | +38.6% | -1.0% | +39.6% | +36.8% |
| YTD | +20.7% | -4.6% | +25.3% | +19.0% |
| 1Y | +16.0% | +17.6% | -1.6% | +12.2% |
| 3Y | -13.5% | +58.6% | -72.1% | -20.0% |
| 5Y | +3.5% | +270.9% | -267.4% | -10.7% |
| 10Y | +245.3% | +569.1% | -323.7% | +183.5% |
| All | +7,866.0% | +1,376.2% | +6,489.8% | +4,865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling