+1,236.8%
EWY vs RTX
+1,647.2%
-410.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.0% |
| 7D | +4.8% | -5.2% | +10.0% | +7.9% |
| 30D | +11.7% | -9.4% | +21.0% | +17.5% |
| 3M | -7.4% | +12.3% | -19.7% | -14.5% |
| 6M | +40.6% | -3.1% | +43.7% | +40.7% |
| YTD | +94.3% | +10.7% | +83.6% | +80.2% |
| 1Y | +164.3% | +28.4% | +135.9% | +123.6% |
| 3Y | +221.0% | +147.1% | +73.9% | +77.9% |
| 5Y | +139.1% | +167.2% | -28.1% | +22.0% |
| 10Y | +298.8% | +274.7% | +24.1% | +45.2% |
| All | +1,236.8% | +1,647.2% | -410.4% | +123.3% |
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