+275.2%
RTX vs URA
+371.9%
-96.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.7% |
| 7D | -3.1% | +8.1% | -11.2% | -4.8% |
| 30D | -10.6% | +5.8% | -16.3% | -11.9% |
| 3M | +11.6% | +3.4% | +8.2% | +10.1% |
| 6M | -4.5% | -2.6% | -1.9% | -5.4% |
| YTD | +9.6% | +11.2% | -1.6% | +4.5% |
| 1Y | +30.8% | +19.8% | +11.0% | +20.6% |
| 3Y | +152.8% | +121.5% | +31.4% | +89.3% |
| 5Y | +167.1% | +134.5% | +32.6% | +85.3% |
| 10Y | +275.2% | +376.7% | -101.5% | +73.9% |
| All | +275.2% | +371.9% | -96.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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