+283.9%
RTX vs UL
+65.2%
+218.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | -11.6% | -0.6% | -11.0% | -11.5% |
| 3M | +9.2% | +9.4% | -0.3% | +5.5% |
| 6M | -4.4% | -4.1% | -0.3% | -3.7% |
| YTD | +8.9% | -2.0% | +10.9% | +8.6% |
| 1Y | +32.1% | -9.0% | +41.1% | +34.8% |
| 3Y | +151.2% | +21.8% | +129.4% | +127.1% |
| 5Y | +162.9% | +20.6% | +142.3% | +134.0% |
| 10Y | +283.9% | +67.7% | +216.2% | +221.9% |
| All | +283.9% | +65.2% | +218.7% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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