+216.1%
UNH vs RRC
+73.1%
+143.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +3.4% | +6.4% | -3.0% | +3.0% |
| 30D | +3.0% | +23.9% | -20.9% | +1.4% |
| 3M | +2.7% | +30.2% | -27.4% | +0.7% |
| 6M | +2.8% | +26.3% | -23.5% | +0.9% |
| YTD | +25.9% | +48.1% | -22.2% | +22.2% |
| 1Y | +25.8% | +37.7% | -11.9% | +22.6% |
| 3Y | -20.0% | +60.3% | -80.3% | -23.5% |
| 5Y | -2.8% | +135.3% | -138.1% | -11.1% |
| All | +216.1% | +73.1% | +143.0% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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