+147.8%
EWY vs RTX
+29.4%
+118.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +7.3% | -11.0% | +18.3% | +8.5% |
| 3M | -5.1% | +7.7% | -12.8% | -8.0% |
| 6M | +42.1% | -3.9% | +46.0% | +43.9% |
| YTD | +94.1% | +9.0% | +85.2% | +94.1% |
| 1Y | +147.8% | +27.3% | +120.6% | +149.6% |
| All | +147.8% | +29.4% | +118.4% | +149.6% |
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