+10,292.5%
RTX vs UL
+2,729.0%
+7,563.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.0% |
| 30D | +7.8% | +4.5% | +3.3% | +6.0% |
| 3M | -9.8% | +5.5% | -15.3% | -11.7% |
| 6M | +13.5% | +17.0% | -3.5% | +6.5% |
| YTD | +10.9% | +3.2% | +7.8% | +8.4% |
| 1Y | +14.0% | -1.9% | +15.9% | +13.2% |
| 3Y | +159.9% | +33.6% | +126.4% | +127.4% |
| 5Y | +151.7% | +31.5% | +120.2% | +116.7% |
| 10Y | +269.0% | +103.9% | +165.1% | +164.9% |
| All | +10,292.5% | +2,729.0% | +7,563.5% | +2,890.8% |
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