+9,806.7%
RTX vs USB
+8,119.9%
+1,686.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | -3.8% | -1.5% | -2.3% | -3.3% |
| 30D | +4.7% | +4.3% | +0.4% | +3.1% |
| 3M | -13.4% | -6.1% | -7.3% | -11.6% |
| 6M | +11.8% | +9.4% | +2.4% | +8.1% |
| YTD | +5.8% | +15.2% | -9.4% | 0.0% |
| 1Y | +11.9% | +32.8% | -20.8% | +0.6% |
| 3Y | +146.3% | +91.3% | +55.0% | +89.6% |
| 5Y | +134.3% | +22.7% | +111.6% | +105.0% |
| 10Y | +277.9% | +97.0% | +180.8% | +178.0% |
| All | +9,806.7% | +8,119.9% | +1,686.7% | +2,804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling