+10,144.8%
RTX vs USB
+8,296.0%
+1,848.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.3% |
| 7D | +1.3% | +2.4% | -1.1% | +0.4% |
| 30D | +7.6% | +6.6% | +1.1% | +5.3% |
| 3M | -8.6% | -4.1% | -4.6% | -7.4% |
| 6M | +15.6% | +12.5% | +3.2% | +10.6% |
| YTD | +9.4% | +17.6% | -8.3% | +2.7% |
| 1Y | +14.7% | +36.5% | -21.8% | +2.0% |
| 3Y | +154.7% | +95.4% | +59.3% | +94.6% |
| 5Y | +150.9% | +26.1% | +124.7% | +117.3% |
| 10Y | +290.8% | +101.3% | +189.5% | +185.3% |
| All | +10,144.8% | +8,296.0% | +1,848.8% | +2,881.3% |
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