+236.3%
UNH vs RVTY
+139.0%
+97.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -3.2% | -7.4% | +4.3% | -1.1% |
| 30D | -3.5% | +4.5% | -8.0% | -4.8% |
| 3M | -4.2% | +19.5% | -23.6% | -9.2% |
| 6M | +38.3% | +34.1% | +4.2% | +25.9% |
| YTD | +19.2% | +25.3% | -6.0% | +10.1% |
| 1Y | +15.0% | +47.0% | -32.0% | +0.9% |
| 3Y | -14.5% | +14.1% | -28.7% | -22.2% |
| 5Y | +4.6% | -34.6% | +39.1% | +14.4% |
| All | +236.3% | +139.0% | +97.3% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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