+48.3%
UNH vs RVMD
+634.9%
-586.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +1.1% | -1.2% | +2.4% | +1.2% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | -0.8% | +39.6% | -40.5% | -3.3% |
| 6M | +41.8% | +110.7% | -68.9% | +33.5% |
| YTD | +23.1% | +160.3% | -137.2% | +13.4% |
| 1Y | +28.5% | +404.9% | -376.4% | +12.3% |
| 3Y | -11.8% | +545.5% | -557.2% | -25.7% |
| 5Y | +5.3% | +584.7% | -579.3% | -14.7% |
| All | +48.3% | +634.9% | -586.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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