+854.3%
EEM vs RTX
+1,650.3%
-796.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +2.3% | -5.2% | +7.5% | +5.6% |
| 30D | +4.5% | -9.4% | +13.9% | +10.6% |
| 3M | -0.1% | +12.3% | -12.4% | -8.0% |
| 6M | +16.9% | -3.1% | +20.1% | +17.2% |
| YTD | +26.2% | +10.7% | +15.6% | +16.1% |
| 1Y | +40.5% | +28.4% | +12.1% | +16.9% |
| 3Y | +86.2% | +147.1% | -60.9% | -2.9% |
| 5Y | +45.5% | +167.2% | -121.8% | -31.5% |
| 10Y | +128.6% | +274.7% | -146.1% | -31.4% |
| All | +854.3% | +1,650.3% | -796.1% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling