+132.6%
RTX vs U
-66.8%
+199.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.4% |
| 7D | -5.1% | +36.6% | -41.7% | -6.4% |
| 30D | +5.1% | +13.3% | -8.2% | +4.5% |
| 3M | -14.8% | +26.2% | -41.0% | -15.8% |
| 6M | +8.0% | +88.7% | -80.7% | +4.8% |
| YTD | +4.5% | +16.6% | -12.1% | +3.1% |
| 1Y | +9.8% | +29.0% | -19.1% | +7.7% |
| 3Y | +144.2% | +99.5% | +44.7% | +127.3% |
| All | +132.6% | -66.8% | +199.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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