+720.5%
RTX vs XME
+180.8%
+539.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +7.8% | -7.3% | +15.1% | +10.4% |
| 3M | -9.8% | -17.4% | +7.6% | -4.1% |
| 6M | +13.5% | -21.8% | +35.4% | +22.1% |
| YTD | +10.9% | -6.0% | +16.9% | +10.4% |
| 1Y | +14.0% | +3.8% | +10.2% | +9.0% |
| 3Y | +159.9% | +100.0% | +59.9% | +88.0% |
| 5Y | +151.7% | +116.1% | +35.6% | +71.2% |
| 10Y | +269.0% | +280.6% | -11.6% | +92.7% |
| All | +720.5% | +180.8% | +539.7% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling