+220,352.3%
CSCO vs RTX
+10,894.9%
+209,457.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -0.7% | -5.2% | +4.5% | +1.9% |
| 30D | -10.1% | -9.4% | -0.7% | -5.8% |
| 3M | -15.7% | +12.3% | -28.0% | -21.0% |
| 6M | +36.3% | -3.1% | +39.4% | +36.4% |
| YTD | +43.8% | +10.7% | +33.2% | +34.1% |
| 1Y | +63.9% | +28.4% | +35.5% | +41.1% |
| 3Y | +104.4% | +147.1% | -42.7% | +23.1% |
| 5Y | +111.4% | +167.2% | -55.9% | +19.7% |
| 10Y | +361.7% | +274.7% | +87.0% | +101.2% |
| All | +220,352.3% | +10,894.9% | +209,457.4% | +22,551.1% |
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