+3,130.5%
RTX vs URI
+8,158.7%
-5,028.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.4% |
| 7D | +1.4% | +2.6% | -1.1% | +0.8% |
| 30D | +7.8% | +9.1% | -1.2% | +5.7% |
| 3M | -9.8% | +1.0% | -10.8% | -10.3% |
| 6M | +13.5% | +23.3% | -9.8% | +7.7% |
| YTD | +10.9% | +43.3% | -32.4% | +0.4% |
| 1Y | +14.0% | +35.9% | -21.9% | +4.2% |
| 3Y | +159.9% | +158.6% | +1.3% | +100.7% |
| 5Y | +151.7% | +213.1% | -61.4% | +81.8% |
| 10Y | +269.0% | +1,213.1% | -944.1% | +89.9% |
| All | +3,130.5% | +8,158.7% | -5,028.2% | +785.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling