+228.4%
UNH vs RNG
+222.9%
+5.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.5% | -6.1% | +1.5% | -4.1% |
| 30D | -6.5% | +9.6% | -16.1% | -7.3% |
| 3M | -6.0% | +83.3% | -89.3% | -11.1% |
| 6M | +33.7% | +77.9% | -44.3% | +26.0% |
| YTD | +16.4% | +139.9% | -123.5% | +6.0% |
| 1Y | +10.1% | +121.7% | -111.6% | +0.8% |
| 3Y | -16.3% | +121.9% | -138.2% | -25.0% |
| 5Y | +2.1% | -68.4% | +70.5% | +10.8% |
| All | +228.4% | +222.9% | +5.5% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling