+164.3%
EWY vs RTX
+28.8%
+135.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +4.8% | -5.2% | +10.0% | +5.4% |
| 30D | +11.7% | -9.4% | +21.0% | +12.8% |
| 3M | -7.4% | +12.3% | -19.7% | -11.2% |
| 6M | +40.6% | -3.1% | +43.7% | +42.4% |
| YTD | +94.3% | +10.7% | +83.6% | +93.7% |
| 1Y | +164.3% | +28.4% | +135.9% | +166.6% |
| All | +164.3% | +28.8% | +135.5% | +166.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling