-14.3%
UNH vs RNG
+120.1%
-134.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -3.2% | -9.6% | +6.4% | -2.7% |
| 30D | -3.5% | +8.8% | -12.3% | -3.8% |
| 3M | -4.2% | +78.6% | -82.8% | -6.9% |
| 6M | +38.3% | +70.3% | -32.0% | +34.0% |
| YTD | +19.2% | +140.3% | -121.1% | +12.9% |
| 1Y | +15.0% | +126.6% | -111.6% | +9.0% |
| All | -14.3% | +120.1% | -134.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling