+3.2%
CMCSA vs RTX
+261.8%
-258.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.6% | +3.4% | -4.0% | -1.7% |
| 30D | +18.8% | +8.4% | +10.4% | +15.5% |
| 3M | -1.1% | -10.7% | +9.5% | +2.3% |
| 6M | +2.5% | +11.7% | -9.2% | -2.0% |
| YTD | -6.7% | +9.3% | -16.1% | -10.7% |
| 1Y | 0.0% | +13.3% | -13.3% | -5.6% |
| 3Y | -28.9% | +156.1% | -185.0% | -51.2% |
| 5Y | -41.1% | +148.5% | -189.7% | -60.0% |
| All | +3.2% | +261.8% | -258.5% | -36.7% |
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