+156.7%
RTX vs USAR
-21.3%
+178.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.5% |
| 7D | +3.4% | +8.8% | -5.4% | +3.4% |
| 30D | +8.4% | -28.5% | +36.8% | +8.3% |
| 3M | -10.7% | -56.2% | +45.5% | -10.8% |
| 6M | +11.7% | -68.4% | +80.1% | +11.6% |
| YTD | +9.3% | -32.2% | +41.5% | +9.5% |
| 1Y | +13.3% | -52.3% | +65.6% | +13.1% |
| All | +156.7% | -21.3% | +178.0% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling