+368.4%
CSCO vs RTX
+285.7%
+82.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -10.7% | -11.6% | +0.8% | -6.8% |
| 3M | -8.7% | +9.2% | -17.9% | -12.0% |
| 6M | +44.9% | -4.4% | +49.3% | +46.1% |
| YTD | +44.1% | +8.9% | +35.2% | +37.8% |
| 1Y | +65.9% | +32.1% | +33.8% | +46.6% |
| 3Y | +109.0% | +151.2% | -42.2% | +40.3% |
| 5Y | +114.8% | +162.9% | -48.1% | +39.2% |
| All | +368.4% | +285.7% | +82.6% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling