+150.6%
RTX vs URI
+113.1%
+37.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -5.2% | -2.0% | -3.2% | -4.9% |
| 30D | -9.4% | -12.9% | +3.6% | -7.7% |
| 3M | +12.3% | -6.7% | +19.0% | +13.1% |
| 6M | -3.1% | +19.0% | -22.1% | -5.9% |
| YTD | +10.7% | +25.5% | -14.9% | +6.1% |
| 1Y | +28.4% | +5.5% | +22.9% | +26.6% |
| All | +150.6% | +113.1% | +37.5% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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