+70.7%
EEM vs RTX
+156.3%
-85.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +4.8% | -2.1% | +2.2% |
| 30D | -5.4% | +6.5% | -11.9% | -6.1% |
| 3M | -8.6% | -9.6% | +1.0% | -7.6% |
| 6M | -8.9% | +12.3% | -21.2% | -10.8% |
| YTD | +11.9% | +9.5% | +2.5% | +10.2% |
| 1Y | +13.1% | +15.8% | -2.8% | +10.5% |
| 3Y | +70.7% | +157.0% | -86.4% | +54.2% |
| All | +70.7% | +156.3% | -85.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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