+157.0%
RTX vs UMC
+131.8%
+25.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | +4.8% | +11.2% | -6.4% | +4.7% |
| 30D | +6.5% | -28.0% | +34.5% | +6.2% |
| 3M | -9.6% | -20.5% | +10.9% | -9.9% |
| 6M | +12.3% | -1.6% | +13.9% | +9.9% |
| YTD | +9.5% | +99.4% | -89.9% | +3.0% |
| 1Y | +15.8% | +120.4% | -104.6% | +8.1% |
| 3Y | +157.0% | +134.2% | +22.8% | +137.4% |
| All | +157.0% | +131.8% | +25.2% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling