+117.9%
RTX vs USAR
-13.4%
+131.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +3.6% |
| 7D | -3.2% | -1.1% | -2.1% | -3.2% |
| 30D | +5.6% | -30.3% | +35.8% | +5.5% |
| 3M | -11.7% | -54.7% | +43.0% | -11.8% |
| 6M | +12.3% | -67.5% | +79.8% | +12.2% |
| YTD | +8.2% | -26.4% | +34.6% | +8.4% |
| 1Y | +12.6% | -49.5% | +62.1% | +12.4% |
| 3Y | +152.8% | -14.5% | +167.3% | +150.7% |
| All | +117.9% | -13.4% | +131.3% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling