+573.6%
UNH vs RNG
+305.9%
+267.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.9% |
| 7D | -1.7% | -4.1% | +2.4% | -1.3% |
| 30D | -3.8% | +8.6% | -12.5% | -4.6% |
| 3M | -4.3% | +78.0% | -82.3% | -9.4% |
| 6M | +38.6% | +67.0% | -28.4% | +31.3% |
| YTD | +20.7% | +142.4% | -121.7% | +9.7% |
| 1Y | +16.0% | +120.4% | -104.4% | +6.2% |
| 3Y | -13.5% | +122.1% | -135.6% | -22.5% |
| 5Y | +3.5% | -69.8% | +73.4% | +10.8% |
| 10Y | +245.3% | +223.4% | +22.0% | +169.3% |
| All | +573.6% | +305.9% | +267.7% | +409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling