+9,685.3%
RTX vs UL
+2,738.5%
+6,946.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | -5.1% | +1.1% | -6.3% | -5.6% |
| 30D | +5.1% | +8.2% | -3.1% | +2.1% |
| 3M | -14.8% | +4.5% | -19.4% | -16.4% |
| 6M | +8.0% | +12.6% | -4.5% | +2.8% |
| YTD | +4.5% | +3.5% | +0.9% | +2.0% |
| 1Y | +9.8% | -0.4% | +10.3% | +8.5% |
| 3Y | +144.2% | +36.0% | +108.2% | +112.1% |
| 5Y | +131.4% | +30.9% | +100.5% | +99.6% |
| 10Y | +273.3% | +97.5% | +175.7% | +171.0% |
| All | +9,685.3% | +2,738.5% | +6,946.8% | +2,712.6% |
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