+107.7%
COST vs RTX
+162.7%
-55.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -1.5% | +0.4% | -0.9% |
| 30D | -4.7% | -11.0% | +6.2% | -2.5% |
| 3M | -7.1% | +7.7% | -14.8% | -8.6% |
| 6M | -8.5% | -3.9% | -4.6% | -8.0% |
| YTD | +5.4% | +9.0% | -3.6% | +3.0% |
| 1Y | -5.6% | +27.3% | -32.9% | -11.4% |
| 3Y | +68.5% | +172.9% | -104.4% | +25.4% |
| All | +107.7% | +162.7% | -55.0% | +56.4% |
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 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