+271.6%
RTX vs USB
+93.8%
+177.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.3% |
| 7D | -3.8% | -1.5% | -2.3% | -3.1% |
| 30D | +4.7% | +4.3% | +0.4% | +2.6% |
| 3M | -13.4% | -6.1% | -7.3% | -10.9% |
| 6M | +11.8% | +9.4% | +2.4% | +6.6% |
| YTD | +5.8% | +15.2% | -9.4% | -2.1% |
| 1Y | +11.9% | +32.8% | -20.8% | -3.5% |
| 3Y | +146.3% | +91.3% | +55.0% | +68.3% |
| 5Y | +134.3% | +22.7% | +111.6% | +98.2% |
| All | +271.6% | +93.8% | +177.8% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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