+216.5%
QCOM vs RTX
+267.3%
-50.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +0.4% | -5.1% | +5.5% | +2.4% |
| 30D | -6.6% | +5.1% | -11.8% | -8.7% |
| 3M | +3.7% | -14.8% | +18.5% | +9.9% |
| 6M | -13.3% | +8.0% | -21.4% | -16.9% |
| YTD | -1.8% | +4.5% | -6.2% | -5.2% |
| 1Y | -2.5% | +9.8% | -12.4% | -8.0% |
| 3Y | +47.0% | +144.2% | -97.2% | -3.0% |
| 5Y | +13.1% | +131.4% | -118.3% | -24.5% |
| All | +216.5% | +267.3% | -50.8% | +85.9% |
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