+160.5%
RTX vs EME
+219.6%
-59.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | +1.4% | +4.3% | -2.9% | +0.9% |
| 30D | +7.8% | -14.4% | +22.2% | +9.4% |
| 3M | -9.8% | -18.3% | +8.6% | -8.2% |
| 6M | +13.5% | -28.3% | +41.9% | +17.2% |
| YTD | +10.9% | +9.2% | +1.7% | +8.2% |
| 1Y | +14.0% | +4.3% | +9.7% | +11.7% |
| All | +160.5% | +219.6% | -59.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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