+494.5%
RTX vs URA
-51.6%
+546.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.6% |
| 7D | +3.4% | +4.5% | -1.1% | +2.2% |
| 30D | +8.4% | -13.4% | +21.8% | +11.8% |
| 3M | -10.7% | -28.4% | +17.7% | -4.0% |
| 6M | +11.7% | -40.5% | +52.2% | +24.6% |
| YTD | +9.3% | -24.3% | +33.6% | +13.2% |
| 1Y | +13.3% | -28.8% | +42.1% | +18.8% |
| 3Y | +156.1% | +37.6% | +118.5% | +113.8% |
| 5Y | +148.5% | +30.7% | +117.8% | +102.4% |
| 10Y | +263.6% | +266.8% | -3.2% | +94.6% |
| All | +494.5% | -51.6% | +546.1% | +400.1% |
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