+267.8%
RTX vs U
-44.5%
+312.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 3M | +12.3% | +38.7% | -26.4% | +10.8% |
| 6M | -3.1% | +104.4% | -107.5% | -5.9% |
| YTD | +10.7% | -5.7% | +16.4% | +10.4% |
| 1Y | +28.4% | +3.7% | +24.7% | +27.1% |
| 3Y | +147.1% | +12.3% | +134.7% | +138.6% |
| 5Y | +167.2% | -68.8% | +236.1% | +159.3% |
| All | +267.8% | -44.5% | +312.2% | +258.8% |
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