+6.0%
CMCSA vs RTX
+286.9%
-280.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -5.6% | -2.0% | -3.6% | -4.9% |
| 30D | -1.9% | -11.2% | +9.3% | +1.9% |
| 3M | +6.4% | +12.0% | -5.6% | +1.9% |
| 6M | -16.9% | -3.6% | -13.4% | -16.5% |
| YTD | -6.8% | +9.2% | -16.0% | -10.6% |
| 1Y | -15.9% | +29.7% | -45.6% | -24.4% |
| 3Y | -33.4% | +152.0% | -185.4% | -54.2% |
| 5Y | -46.7% | +165.8% | -212.5% | -64.7% |
| All | +6.0% | +286.9% | -280.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 10y: compounded portfolio wealth divided by compounded RTX 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…
10y analysis · Full analysis span regression · 6 months rolling