+7,523.6%
RTX vs EME
+54,073.4%
-46,549.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.4% |
| 7D | +1.4% | +4.3% | -2.9% | +0.2% |
| 30D | +7.8% | -14.4% | +22.2% | +12.2% |
| 3M | -9.8% | -18.3% | +8.6% | -5.2% |
| 6M | +13.5% | -28.3% | +41.9% | +22.3% |
| YTD | +10.9% | +9.2% | +1.7% | +5.1% |
| 1Y | +14.0% | +4.3% | +9.7% | +9.3% |
| 3Y | +159.9% | +218.6% | -58.7% | +70.4% |
| 5Y | +151.7% | +421.0% | -269.4% | +40.4% |
| 10Y | +269.0% | +928.3% | -659.3% | +65.5% |
| All | +7,523.6% | +54,073.4% | -46,549.8% | +1,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling