-0.5%
UNH vs RNG
-68.4%
+67.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.5% | -6.1% | +1.5% | -4.3% |
| 30D | -6.5% | +9.6% | -16.1% | -6.9% |
| 3M | -6.0% | +83.3% | -89.3% | -8.5% |
| 6M | +33.7% | +77.9% | -44.3% | +29.9% |
| YTD | +16.4% | +139.9% | -123.5% | +11.3% |
| 1Y | +10.1% | +121.7% | -111.6% | +5.5% |
| 3Y | -16.3% | +121.9% | -138.2% | -20.5% |
| All | -0.5% | -68.4% | +67.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling