+10,266.7%
RTX vs UL
+2,661.1%
+7,605.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.2% | -1.3% | -3.8% | -4.7% |
| 30D | -9.4% | +0.5% | -9.9% | -9.6% |
| 3M | +12.3% | +17.6% | -5.3% | +5.4% |
| 6M | -3.1% | -5.4% | +2.2% | -1.9% |
| YTD | +10.7% | +0.7% | +10.0% | +9.3% |
| 1Y | +28.4% | -9.3% | +37.7% | +31.3% |
| 3Y | +147.1% | +24.5% | +122.5% | +122.0% |
| 5Y | +167.2% | +23.2% | +144.0% | +136.2% |
| 10Y | +274.7% | +64.5% | +210.2% | +191.5% |
| All | +10,266.7% | +2,661.1% | +7,605.6% | +2,915.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling