+247.4%
UNH vs RY
+371.6%
-124.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +1.1% | +2.7% | -1.6% | -0.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.1% |
| 3M | -0.8% | +7.6% | -8.5% | -4.8% |
| 6M | +41.8% | +29.5% | +12.4% | +23.2% |
| YTD | +23.1% | +24.2% | -1.1% | +9.0% |
| 1Y | +28.5% | +46.4% | -17.9% | +4.0% |
| 3Y | -11.8% | +159.4% | -171.2% | -50.0% |
| 5Y | +5.3% | +141.8% | -136.5% | -38.8% |
| 10Y | +247.4% | +373.9% | -126.5% | +27.9% |
| All | +247.4% | +371.6% | -124.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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