+114.0%
CSCO vs RTX
+167.2%
-53.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -0.5% | -3.1% | +2.6% | +0.2% |
| 30D | -10.1% | -10.6% | +0.5% | -7.6% |
| 3M | -11.7% | +11.6% | -23.4% | -14.5% |
| 6M | +40.1% | -4.5% | +44.6% | +41.6% |
| YTD | +43.8% | +9.6% | +34.2% | +38.9% |
| 1Y | +66.6% | +30.8% | +35.8% | +51.6% |
| 3Y | +108.5% | +152.8% | -44.3% | +49.7% |
| 5Y | +114.0% | +167.1% | -53.1% | +44.8% |
| All | +114.0% | +167.2% | -53.3% | +44.8% |
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