+174.5%
RTX vs XME
+134.4%
+40.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -3.1% | +3.6% | -6.7% | -3.7% |
| 30D | -10.6% | +3.6% | -14.2% | -11.2% |
| 3M | +11.6% | +1.2% | +10.4% | +11.1% |
| 6M | -4.5% | +9.0% | -13.6% | -6.8% |
| YTD | +9.6% | +15.9% | -6.3% | +5.3% |
| 1Y | +30.8% | +43.2% | -12.4% | +18.6% |
| All | +174.5% | +134.4% | +40.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling