+10,292.5%
RTX vs NEM
+443.6%
+9,848.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | -9.8% | +1.3% | -11.1% | -10.0% |
| 6M | +13.5% | -1.4% | +14.9% | +13.3% |
| YTD | +10.9% | +19.4% | -8.5% | +9.2% |
| 1Y | +14.0% | +32.9% | -19.0% | +11.5% |
| 3Y | +159.9% | +267.0% | -107.1% | +138.8% |
| 5Y | +151.7% | +131.0% | +20.7% | +135.6% |
| 10Y | +269.0% | +379.9% | -110.9% | +231.2% |
| All | +10,292.5% | +443.6% | +9,848.9% | +9,306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling