+29.7%
RTX vs UMC
+227.6%
-197.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.2% |
| 7D | -2.0% | +11.4% | -13.4% | -1.6% |
| 30D | -11.2% | +16.8% | -28.0% | -10.7% |
| 3M | +12.0% | +19.1% | -7.1% | +11.5% |
| 6M | -3.6% | +137.4% | -141.0% | -5.4% |
| YTD | +9.2% | +186.4% | -177.2% | +8.4% |
| 1Y | +29.7% | +229.1% | -199.4% | +27.5% |
| All | +29.7% | +227.6% | -197.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling