+2,154.1%
CMCSA vs RTX
+10,413.0%
-8,259.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +4.8% | -1.6% | +1.1% |
| 30D | +19.5% | +6.5% | +13.0% | +16.0% |
| 3M | -2.4% | -9.6% | +7.2% | +1.7% |
| 6M | +3.8% | +12.3% | -8.5% | -2.5% |
| YTD | -5.4% | +9.5% | -14.8% | -10.7% |
| 1Y | +1.1% | +15.8% | -14.7% | -7.2% |
| 3Y | -27.1% | +157.0% | -184.1% | -54.5% |
| 5Y | -40.3% | +148.8% | -189.1% | -63.1% |
| 10Y | +6.0% | +264.0% | -258.0% | -49.1% |
| All | +2,154.1% | +10,413.0% | -8,259.0% | +185.4% |
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