+167.1%
RTX vs EMR
+62.8%
+104.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -3.1% | +3.1% | -6.2% | -4.0% |
| 30D | -10.6% | -3.5% | -7.0% | -9.7% |
| 3M | +11.6% | +9.8% | +1.9% | +8.1% |
| 6M | -4.5% | +10.8% | -15.3% | -8.1% |
| YTD | +9.6% | +15.9% | -6.4% | +3.2% |
| 1Y | +30.8% | +16.4% | +14.4% | +22.8% |
| 3Y | +152.8% | +62.1% | +90.7% | +107.2% |
| 5Y | +167.1% | +62.9% | +104.2% | +111.3% |
| All | +167.1% | +62.8% | +104.3% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling