+280.0%
RTX vs UMC
+1,818.5%
-1,538.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -2.0% | +11.4% | -13.4% | -3.2% |
| 30D | -11.2% | +16.8% | -28.0% | -12.9% |
| 3M | +12.0% | +19.1% | -7.1% | +8.0% |
| 6M | -3.6% | +137.4% | -141.0% | -16.4% |
| YTD | +9.2% | +186.4% | -177.2% | -8.6% |
| 1Y | +29.7% | +229.1% | -199.4% | +6.0% |
| 3Y | +152.0% | +257.9% | -105.9% | +99.5% |
| 5Y | +165.8% | +137.5% | +28.2% | +120.1% |
| All | +280.0% | +1,818.5% | -1,538.4% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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