+267.0%
RTX vs USB
+92.8%
+174.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -5.1% | 0.0% | -5.1% | -5.2% |
| 30D | +5.1% | +5.8% | -0.7% | +2.3% |
| 3M | -14.8% | -6.0% | -8.9% | -12.4% |
| 6M | +8.0% | +7.8% | +0.3% | +3.8% |
| YTD | +4.5% | +14.6% | -10.1% | -3.1% |
| 1Y | +9.8% | +31.8% | -21.9% | -4.9% |
| 3Y | +144.2% | +91.5% | +52.7% | +66.7% |
| 5Y | +131.4% | +22.0% | +109.4% | +96.2% |
| All | +267.0% | +92.8% | +174.2% | +132.4% |
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