+167.1%
RTX vs XME
+179.6%
-12.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.1% | +3.6% | -6.7% | -4.0% |
| 30D | -10.6% | +3.6% | -14.2% | -11.5% |
| 3M | +11.6% | +1.2% | +10.4% | +10.9% |
| 6M | -4.5% | +9.0% | -13.6% | -7.6% |
| YTD | +9.6% | +15.9% | -6.3% | +3.7% |
| 1Y | +30.8% | +43.2% | -12.4% | +15.3% |
| 3Y | +152.8% | +137.4% | +15.5% | +85.6% |
| 5Y | +167.1% | +185.0% | -17.9% | +76.9% |
| All | +167.1% | +179.6% | -12.5% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling