+268.6%
RTX vs UAL
+99.5%
+169.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.7% | +12.5% | -14.2% | -4.7% |
| 30D | +7.7% | +12.2% | -4.5% | +4.3% |
| 3M | -10.3% | -2.6% | -7.8% | -10.3% |
| 6M | +14.6% | +21.1% | -6.5% | +7.5% |
| YTD | +10.4% | +7.8% | +2.6% | +5.3% |
| 1Y | +13.5% | +25.4% | -11.9% | +3.7% |
| 3Y | +158.6% | +217.3% | -58.8% | +66.5% |
| 5Y | +147.3% | +132.9% | +14.4% | +64.0% |
| 10Y | +268.6% | +101.1% | +167.5% | +128.4% |
| All | +268.6% | +99.5% | +169.1% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling