+150.6%
RTX vs USB
+95.2%
+55.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -9.4% | -1.3% | -8.1% | -9.1% |
| 3M | +12.3% | +15.2% | -3.0% | +9.1% |
| 6M | -3.1% | +18.8% | -22.0% | -6.5% |
| YTD | +10.7% | +21.0% | -10.3% | +6.3% |
| 1Y | +28.4% | +34.0% | -5.6% | +21.0% |
| All | +150.6% | +95.2% | +55.5% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling