+216.1%
UNH vs RVTY
+211.6%
+4.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +3.4% | -0.5% | +3.8% | +3.5% |
| 30D | +3.0% | +1.5% | +1.5% | +2.4% |
| 3M | +2.7% | +31.5% | -28.7% | -5.4% |
| 6M | +2.8% | +62.7% | -59.9% | -11.2% |
| YTD | +25.9% | +60.0% | -34.1% | +8.2% |
| 1Y | +25.8% | +65.7% | -39.9% | +6.9% |
| 3Y | -20.0% | +85.2% | -105.2% | -37.1% |
| 5Y | -2.8% | -14.9% | +12.1% | -1.8% |
| All | +216.1% | +211.6% | +4.5% | +73.2% |
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