+147.3%
RTX vs NEM
+137.1%
+10.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +2.4% |
| 7D | -1.7% | +11.6% | -13.4% | -2.8% |
| 30D | +7.7% | +1.8% | +5.9% | +7.4% |
| 3M | -10.3% | +2.5% | -12.9% | -10.8% |
| 6M | +14.6% | +3.4% | +11.2% | +13.6% |
| YTD | +10.4% | +20.9% | -10.5% | +7.2% |
| 1Y | +13.5% | +37.2% | -23.7% | +8.9% |
| 3Y | +158.6% | +271.6% | -113.0% | +121.1% |
| 5Y | +147.3% | +136.6% | +10.6% | +129.1% |
| All | +147.3% | +137.1% | +10.2% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling