+3.5%
UNH vs RVTY
-34.2%
+37.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | -1.7% | -5.4% | +3.8% | -0.8% |
| 30D | -3.8% | +6.7% | -10.6% | -5.0% |
| 3M | -4.3% | +19.0% | -23.3% | -7.2% |
| 6M | +38.6% | +34.6% | +4.0% | +31.3% |
| YTD | +20.7% | +28.3% | -7.6% | +14.9% |
| 1Y | +16.0% | +46.0% | -30.0% | +8.0% |
| 3Y | -13.5% | +16.9% | -30.3% | -17.8% |
| 5Y | +3.5% | -32.9% | +36.4% | +9.7% |
| All | +3.5% | -34.2% | +37.7% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling