+172.7%
RTX vs UMC
+262.0%
-89.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -1.6% | +13.6% | -15.2% | -1.6% |
| 30D | -11.6% | +20.8% | -32.3% | -11.6% |
| 3M | +9.2% | +16.1% | -7.0% | +8.2% |
| 6M | -4.4% | +137.3% | -141.7% | -8.7% |
| YTD | +8.9% | +193.8% | -184.9% | +2.6% |
| 1Y | +32.1% | +236.1% | -204.0% | +23.1% |
| All | +172.7% | +262.0% | -89.3% | +149.9% |
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