+134,607.8%
UNH vs RRX
+3,824.6%
+130,783.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.4% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -3.8% | -8.0% | +4.1% | -2.2% |
| 3M | -4.3% | -25.1% | +20.8% | +0.5% |
| 6M | +38.6% | -18.3% | +56.9% | +41.5% |
| YTD | +20.7% | +14.2% | +6.5% | +13.6% |
| 1Y | +16.0% | +13.0% | +3.0% | +8.9% |
| 3Y | -13.5% | +4.2% | -17.7% | -21.0% |
| 5Y | +3.5% | +17.9% | -14.4% | -11.0% |
| 10Y | +245.3% | +220.4% | +24.9% | +126.7% |
| All | +134,607.8% | +3,824.6% | +130,783.2% | +65,903.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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