-20.9%
UNH vs RSP
+66.6%
-87.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +6.5% | +4.4% | +2.0% | +4.3% |
| 3M | +0.8% | +1.3% | -0.5% | +0.2% |
| 6M | +6.1% | +10.0% | -3.9% | +1.5% |
| YTD | +24.5% | +17.6% | +6.9% | +15.4% |
| 1Y | +26.3% | +19.2% | +7.1% | +16.5% |
| All | -20.9% | +66.6% | -87.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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