+132.6%
RTX vs URI
+166.6%
-33.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | -5.1% | -9.8% | +4.6% | -3.2% |
| 30D | +5.1% | +1.7% | +3.4% | +4.7% |
| 3M | -14.8% | -9.1% | -5.8% | -13.4% |
| 6M | +8.0% | +9.9% | -1.8% | +5.4% |
| YTD | +4.5% | +31.2% | -26.8% | -3.0% |
| 1Y | +9.8% | +25.9% | -16.1% | +2.9% |
| 3Y | +144.2% | +147.4% | -3.2% | +86.0% |
| All | +132.6% | +166.6% | -33.9% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling