+283.9%
RTX vs EMR
+266.1%
+17.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | -11.6% | -5.0% | -6.6% | -9.3% |
| 3M | +9.2% | +5.9% | +3.2% | +5.1% |
| 6M | -4.4% | +7.3% | -11.7% | -9.2% |
| YTD | +8.9% | +14.6% | -5.7% | -1.5% |
| 1Y | +32.1% | +15.6% | +16.5% | +18.2% |
| 3Y | +151.2% | +60.2% | +91.1% | +75.4% |
| 5Y | +162.9% | +65.8% | +97.1% | +74.0% |
| 10Y | +283.9% | +277.4% | +6.5% | +51.3% |
| All | +283.9% | +266.1% | +17.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling