+7,504.6%
RTX vs EME
+61,143.5%
-53,638.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -5.2% | +1.9% | -7.0% | -5.7% |
| 30D | -9.4% | -8.3% | -1.1% | -7.3% |
| 3M | +12.3% | -10.7% | +23.0% | +14.4% |
| 6M | -3.1% | +1.9% | -5.0% | -5.4% |
| YTD | +10.7% | +23.5% | -12.8% | +1.8% |
| 1Y | +28.4% | +18.0% | +10.4% | +18.3% |
| 3Y | +147.1% | +236.1% | -89.0% | +60.5% |
| 5Y | +167.2% | +527.9% | -360.6% | +41.9% |
| 10Y | +274.7% | +1,252.8% | -978.1% | +56.8% |
| All | +7,504.6% | +61,143.5% | -53,638.9% | +1,710.0% |
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