+198,812.8%
CSCO vs RTX
+10,866.4%
+187,946.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.5% |
| 7D | -4.7% | -1.7% | -2.9% | -3.8% |
| 30D | -17.1% | +7.7% | -24.8% | -20.2% |
| 3M | -19.6% | -10.3% | -9.3% | -15.5% |
| 6M | +2.4% | +14.6% | -12.2% | -5.5% |
| YTD | +29.8% | +10.4% | +19.4% | +20.9% |
| 1Y | +38.7% | +13.5% | +25.1% | +27.1% |
| 3Y | +101.3% | +158.6% | -57.3% | +18.8% |
| 5Y | +94.8% | +147.3% | -52.4% | +14.7% |
| 10Y | +324.2% | +268.6% | +55.6% | +86.2% |
| All | +198,812.8% | +10,866.4% | +187,946.3% | +20,309.4% |
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