+269.0%
RTX vs URA
+277.9%
-8.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.4% | +2.9% | -1.4% | +0.8% |
| 30D | +7.8% | -10.8% | +18.7% | +10.2% |
| 3M | -9.8% | -25.5% | +15.7% | -4.5% |
| 6M | +13.5% | -41.2% | +54.8% | +25.9% |
| YTD | +10.9% | -21.3% | +32.2% | +13.5% |
| 1Y | +14.0% | -25.7% | +39.7% | +17.9% |
| 3Y | +159.9% | +43.1% | +116.9% | +115.5% |
| 5Y | +151.7% | +35.6% | +116.1% | +104.1% |
| 10Y | +269.0% | +281.3% | -12.3% | +76.2% |
| All | +269.0% | +277.9% | -8.9% | +76.2% |
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