+362.3%
CSCO vs RBA
+185.7%
+176.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | -2.9% | +2.3% | 0.0% |
| 30D | -10.1% | -12.3% | +2.2% | -7.4% |
| 3M | -15.7% | -20.5% | +4.8% | -11.6% |
| 6M | +36.3% | -18.5% | +54.8% | +41.7% |
| YTD | +43.8% | -18.2% | +62.1% | +49.7% |
| 1Y | +63.9% | -27.5% | +91.4% | +75.5% |
| 3Y | +104.4% | +38.1% | +66.3% | +84.5% |
| 5Y | +111.4% | +44.8% | +66.6% | +83.4% |
| All | +362.3% | +185.7% | +176.5% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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