Side-by-side comparison

Compare investment strategies

Costco and UnitedHealth Defensive Sleeve with T-Bills vs Ray Dalio All Weather Portfolio

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

8.4%Best

-1.9%

43.6%

—

36.7%

7.3%Best

1.15Best

0.56

-23.5%

-11.2%Best

Fee

—

1.00%

Each source uses its own scale

—

2.09(0-5 (Quantbase))

Inception

2024-04-29

2021-09-19

Holdings

60%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Ray Dalio All Weather PortfolioCompositeup 22.1%
S&P 500 ETFup 78.3%

No published history to chart: Costco and UnitedHealth Defensive Sleeve with T-Bills.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-08-08

Asset mix

Stocks 100%

ETFs 100%

Top 5 holdings

COST54.4%
UNH45.6%
Cash0.0%

VGLT40.0%
VTI30.0%
IEF15.0%
DBC7.5%
IAU7.5%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Costco and UnitedHealth Defensive Sleeve with T-Bills	Ray Dalio All Weather Portfolio
Costco and UnitedHealth Defensive Sleeve with T-Bills		0%
Ray Dalio All Weather Portfolio	0%

Every published figureShow 67 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalanced, defensive equity sleeve, momentum and mean reversion, risk management, tactical rotation

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Asset classes / instruments

equities

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.20

—

Beta vs SPY, out-of-sample (out-of-sample)

1.13

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.49

—

Correlation to SPY (full history) (client composite)

—

0.48

Correlation to SPY (Quantbase data field) (basis not stated)

—

0.48

Returns

Annual return (Quantbase data field) (basis not stated)

—

3.83%

Backtest end date (Quantbase data field)

—

2022-11-01

Backtest length

4,180

—

Out-of-sample length

614

—

Return since chart start (cumulative) (client composite)

—

19.51%

Return, backtest period (annualized) (backtest)

41.97%

—

Return, backtest period (cumulative) (backtest)

33k%

—

Return, out-of-sample period (annualized) (out-of-sample)

43.59%

—

Return, out-of-sample period (cumulative) (out-of-sample)

141.82%

—

Return, rolling 1 year (client composite)

—

-1.94%

Return, trailing 1 day (out-of-sample)

0.02%

—

Return, trailing 1 month (out-of-sample)

0.34%

—

Return, trailing 1 week (out-of-sample)

0.07%

—

Return, trailing 1 year (backtest)

8.42%

—

Return, trailing 1 year (out-of-sample)

8.42%

—

Return, trailing 2 weeks (out-of-sample)

0.15%

—

Return, trailing 3 months (out-of-sample)

14.51%

—

SPY annualized return over the backtest window (backtest)

14.49%

—

Trading activity

Annualized turnover, backtest period (backtest)

42.91

—

Annualized turnover, out-of-sample period (out-of-sample)

52.17

—

Daily win rate, backtest period (backtest)

47.01%

—

Daily win rate, out-of-sample period (out-of-sample)

61.07%

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Backtest

Backtest final value (from $10,000)

$3.3M

—

Backtest regulatory fees

$10k

—

Backtest slippage cost

$91k

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, backtest period (backtest)

1.60

—

Calmar ratio, out-of-sample period (out-of-sample)

1.86

—

Daily volatility over the chart range (client composite)

—

0.46%

Max drawdown (Quantbase data field) (basis not stated)

—

-8.34%

Max drawdown over the chart range (client composite)

—

-11.18%

Maximum drawdown, backtest period (backtest)

-26.27%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-23.50%

—

Monthly volatility over the chart range (client composite)

—

2.88%

Sharpe ratio (Quantbase data field) (basis not stated)

—

4.72

Sharpe ratio from daily returns over the chart range (client composite)

—

0.56

Sharpe ratio, backtest period (backtest)

1.40

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.15

—

Sortino ratio, backtest period (backtest)

3.08

—

Sortino ratio, out-of-sample period (out-of-sample)

2.43

—

Standard deviation, backtest period (backtest)

27.69%

—

Standard deviation, out-of-sample period (out-of-sample)

36.71%

—

Volatility (Quantbase data field) (basis not stated)

—

0.02%

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

7.30%

Quality

Community review status

ACTIVE

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Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.79

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

—

Experience minimum: options

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Construction

Last rebalance date

—

2026-08-08

Logic complexity (node count)

—

Rebalance frequency

daily

quarterly

Disclosure

Metrics calculated through

—

2026-10-04

Risk score

Qualitative risk score (Quantbase data field)

—

1.50

Risk score 0-5 (Quantbase)

—

2.09

Popularity

Remixes (copies)

—

Watchers

—

Costco and UnitedHealth Defensive Sleeve with T-Bills

Ray Dalio All Weather Portfolio

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources