+247.1%
RTX vs U
-31.3%
+278.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.4% |
| 7D | -5.1% | +36.6% | -41.7% | -6.2% |
| 30D | +5.1% | +13.3% | -8.2% | +4.6% |
| 3M | -14.8% | +26.2% | -41.0% | -15.6% |
| 6M | +8.0% | +88.7% | -80.7% | +5.3% |
| YTD | +4.5% | +16.6% | -12.1% | +3.3% |
| 1Y | +9.8% | +29.0% | -19.1% | +8.0% |
| 3Y | +144.2% | +99.5% | +44.7% | +129.9% |
| 5Y | +131.4% | -66.1% | +197.5% | +122.6% |
| All | +247.1% | -31.3% | +278.5% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling