+68.1%
COST vs RTX
+161.5%
-93.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.8% | -1.6% | -1.2% | -2.7% |
| 30D | -5.3% | -11.6% | +6.3% | -4.4% |
| 3M | -6.7% | +9.2% | -15.8% | -7.3% |
| 6M | -9.9% | -4.4% | -5.5% | -9.5% |
| YTD | +5.1% | +8.9% | -3.8% | +4.4% |
| 1Y | -7.3% | +32.1% | -39.4% | -9.9% |
| All | +68.1% | +161.5% | -93.4% | +61.5% |
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