+14,227.5%
COST vs RTX
+10,413.0%
+3,814.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +5.0% | +4.8% | +0.2% | +3.3% |
| 30D | +12.8% | +6.5% | +6.3% | +10.3% |
| 3M | +15.2% | -9.6% | +24.8% | +18.9% |
| 6M | +7.4% | +12.3% | -4.9% | +2.5% |
| YTD | +29.0% | +9.5% | +19.6% | +23.6% |
| 1Y | +20.3% | +15.8% | +4.4% | +12.8% |
| 3Y | +99.0% | +157.0% | -58.0% | +38.1% |
| 5Y | +125.7% | +148.8% | -23.1% | +56.0% |
| 10Y | +775.3% | +264.0% | +511.3% | +384.6% |
| All | +14,227.5% | +10,413.0% | +3,814.5% | +2,063.3% |
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