+45.9%
CSCO vs RTX
+14.1%
+31.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.4% |
| 7D | -6.1% | +1.3% | -7.4% | -6.0% |
| 30D | -8.2% | +7.6% | -15.8% | -7.6% |
| 3M | -14.6% | -8.6% | -5.9% | -14.9% |
| 6M | +12.7% | +15.6% | -2.9% | +14.4% |
| YTD | +37.0% | +9.4% | +27.6% | +40.3% |
| 1Y | +45.9% | +14.7% | +31.2% | +49.7% |
| All | +45.9% | +14.1% | +31.9% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling