+267.4%
RTX vs NEM
+363.4%
-96.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.8% | -6.4% | +11.2% | +5.5% |
| 30D | +6.5% | +1.4% | +5.1% | +6.2% |
| 3M | -9.6% | -0.7% | -8.9% | -9.9% |
| 6M | +12.3% | -4.5% | +16.8% | +12.2% |
| YTD | +9.5% | +14.0% | -4.6% | +6.5% |
| 1Y | +15.8% | +27.3% | -11.4% | +11.1% |
| 3Y | +157.0% | +250.5% | -93.5% | +114.1% |
| 5Y | +148.8% | +121.1% | +27.7% | +116.7% |
| All | +267.4% | +363.4% | -96.0% | +195.2% |
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