+251.9%
QCOM vs RTX
+261.8%
-9.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +13.0% | +3.4% | +9.6% | +11.5% |
| 30D | +0.2% | +8.4% | -8.2% | -3.1% |
| 3M | +9.2% | -10.7% | +19.9% | +13.7% |
| 6M | -15.0% | +11.7% | -26.7% | -19.5% |
| YTD | +5.2% | +9.3% | -4.2% | -0.3% |
| 1Y | +2.4% | +13.3% | -10.9% | -4.5% |
| 3Y | +52.0% | +156.1% | -104.2% | -1.7% |
| 5Y | +19.7% | +148.5% | -128.8% | -22.5% |
| All | +251.9% | +261.8% | -9.8% | +91.6% |
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