+269.0%
RTX vs NEM
+341.0%
-72.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +7.8% | +1.1% | +6.7% | +7.6% |
| 3M | -9.8% | +1.3% | -11.1% | -10.2% |
| 6M | +13.5% | -1.4% | +14.9% | +13.0% |
| YTD | +10.9% | +19.4% | -8.5% | +7.4% |
| 1Y | +14.0% | +32.9% | -19.0% | +8.8% |
| 3Y | +159.9% | +267.0% | -107.1% | +115.7% |
| 5Y | +151.7% | +131.0% | +20.7% | +118.3% |
| 10Y | +269.0% | +379.9% | -110.9% | +196.2% |
| All | +269.0% | +341.0% | -72.0% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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