-30.4%
CMCSA vs RTX
+150.3%
-180.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.1% | -3.1% | +3.2% | +0.4% |
| 30D | +3.8% | -10.6% | +14.4% | +5.1% |
| 3M | +12.3% | +11.6% | +0.7% | +10.5% |
| 6M | -15.4% | -4.5% | -10.9% | -15.1% |
| YTD | -2.5% | +9.6% | -12.1% | -4.3% |
| 1Y | -13.4% | +30.8% | -44.2% | -17.8% |
| 3Y | -30.4% | +152.8% | -183.2% | -43.0% |
| All | -30.4% | +150.3% | -180.6% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling