+273.8%
RTX vs EMR
+319.4%
-45.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -4.3% |
| 30D | +5.6% | +4.8% | +0.8% | +2.7% |
| 3M | -11.7% | +7.5% | -19.2% | -15.5% |
| 6M | +12.3% | +20.9% | -8.5% | +0.2% |
| YTD | +8.2% | +29.2% | -21.0% | -8.6% |
| 1Y | +12.6% | +33.0% | -20.4% | -6.7% |
| 3Y | +152.8% | +109.8% | +43.1% | +50.0% |
| 5Y | +140.2% | +91.9% | +48.3% | +46.2% |
| 10Y | +273.8% | +301.5% | -27.7% | +42.0% |
| All | +273.8% | +319.4% | -45.6% | +42.0% |
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