+157.0%
RTX vs URA
+35.4%
+121.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +4.8% | -1.5% | +6.3% | +4.9% |
| 30D | +6.5% | -10.4% | +16.9% | +7.4% |
| 3M | -9.6% | -29.6% | +20.0% | -6.9% |
| 6M | +12.3% | -40.3% | +52.6% | +17.5% |
| YTD | +9.5% | -25.5% | +34.9% | +11.6% |
| 1Y | +15.8% | -26.4% | +42.3% | +18.1% |
| 3Y | +157.0% | +31.4% | +125.6% | +142.5% |
| All | +157.0% | +35.4% | +121.6% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling