+700.2%
RTX vs XME
+184.7%
+515.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.6% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | +5.6% | -7.3% | +12.9% | +8.1% |
| 3M | -11.7% | -14.8% | +3.1% | -7.2% |
| 6M | +12.3% | -18.4% | +30.7% | +18.9% |
| YTD | +8.2% | -4.7% | +12.9% | +7.1% |
| 1Y | +12.6% | +5.7% | +6.9% | +7.0% |
| 3Y | +152.8% | +104.0% | +48.9% | +81.6% |
| 5Y | +140.2% | +122.4% | +17.8% | +61.5% |
| 10Y | +273.8% | +285.4% | -11.6% | +94.4% |
| All | +700.2% | +184.7% | +515.5% | +261.7% |
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