+124.5%
COST vs RTX
+146.7%
-22.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | +4.8% | +0.2% | +4.0% |
| 30D | +12.8% | +6.5% | +6.3% | +11.3% |
| 3M | +15.2% | -9.6% | +24.8% | +17.4% |
| 6M | +7.4% | +12.3% | -4.9% | +4.5% |
| YTD | +29.0% | +9.5% | +19.6% | +25.8% |
| 1Y | +20.3% | +15.8% | +4.4% | +15.6% |
| 3Y | +99.0% | +157.0% | -58.0% | +50.4% |
| All | +124.5% | +146.7% | -22.2% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling