+110.4%
RTX vs USAR
-18.7%
+129.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -1.2% |
| 7D | -5.1% | -14.5% | +9.4% | -5.2% |
| 30D | +5.1% | -37.8% | +43.0% | +5.1% |
| 3M | -14.8% | -52.8% | +37.9% | -14.9% |
| 6M | +8.0% | -71.2% | +79.3% | +7.9% |
| YTD | +4.5% | -30.9% | +35.3% | +4.6% |
| 1Y | +9.8% | -48.0% | +57.9% | +9.8% |
| 3Y | +144.2% | -19.7% | +163.9% | +142.1% |
| All | +110.4% | -18.7% | +129.1% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling