+283.9%
RTX vs NEM
+299.2%
-15.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | +3.1% | -4.7% | -1.9% |
| 30D | -11.6% | +10.0% | -21.6% | -12.6% |
| 3M | +9.2% | +30.9% | -21.7% | +5.6% |
| 6M | -4.4% | +10.5% | -15.0% | -6.1% |
| YTD | +8.9% | +29.7% | -20.9% | +4.7% |
| 1Y | +32.1% | +71.1% | -39.0% | +22.4% |
| 3Y | +151.2% | +252.1% | -100.9% | +110.6% |
| 5Y | +162.9% | +157.7% | +5.2% | +126.1% |
| 10Y | +283.9% | +319.4% | -35.4% | +211.5% |
| All | +283.9% | +299.2% | -15.3% | +211.5% |
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