+169.3%
RTX vs U
-68.9%
+238.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.2% | -3.8% | -1.3% | -5.0% |
| 30D | -9.4% | +17.5% | -26.8% | -10.0% |
| 3M | +12.3% | +38.7% | -26.4% | +10.6% |
| 6M | -3.1% | +104.4% | -107.5% | -6.4% |
| YTD | +10.7% | -5.7% | +16.4% | +10.3% |
| 1Y | +28.4% | +3.7% | +24.7% | +26.9% |
| 3Y | +147.1% | +12.3% | +134.7% | +137.4% |
| All | +169.3% | -68.9% | +238.2% | +167.9% |
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