+2,141.5%
CMCSA vs RTX
+10,556.5%
-8,415.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.7% | +1.4% | -0.8% | 0.0% |
| 30D | +21.0% | +7.8% | +13.1% | +16.8% |
| 3M | -0.9% | -9.8% | +8.8% | +3.2% |
| 6M | +2.9% | +13.5% | -10.6% | -3.8% |
| YTD | -5.9% | +10.9% | -16.8% | -11.7% |
| 1Y | +2.5% | +14.0% | -11.5% | -5.3% |
| 3Y | -28.3% | +159.9% | -188.2% | -55.4% |
| 5Y | -40.8% | +151.7% | -192.5% | -63.6% |
| 10Y | +5.4% | +269.0% | -263.6% | -49.7% |
| All | +2,141.5% | +10,556.5% | -8,415.0% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling