+468.1%
RTX vs URA
-51.6%
+519.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.3% |
| 7D | -5.1% | -4.1% | -1.0% | -4.2% |
| 30D | +5.1% | -19.0% | +24.2% | +10.2% |
| 3M | -14.8% | -25.1% | +10.3% | -9.5% |
| 6M | +8.0% | -44.5% | +52.5% | +22.6% |
| YTD | +4.5% | -24.3% | +28.8% | +8.2% |
| 1Y | +9.8% | -28.1% | +38.0% | +14.9% |
| 3Y | +144.2% | +40.7% | +103.5% | +102.5% |
| 5Y | +131.4% | +35.5% | +96.0% | +86.2% |
| 10Y | +273.3% | +281.2% | -7.9% | +97.7% |
| All | +468.1% | -51.6% | +519.7% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling