+306.4%
CSCO vs RBA
+224.6%
+81.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -10.2% | +4.3% | -14.5% | -11.1% |
| 30D | -20.1% | +16.3% | -36.4% | -23.1% |
| 3M | -22.1% | +1.3% | -23.4% | -22.6% |
| 6M | +3.2% | -11.1% | +14.3% | +5.0% |
| YTD | +24.1% | -8.5% | +32.6% | +25.4% |
| 1Y | +34.6% | -2.1% | +36.7% | +33.6% |
| 3Y | +90.0% | +44.6% | +45.4% | +69.7% |
| 5Y | +88.6% | +36.8% | +51.8% | +67.5% |
| All | +306.4% | +224.6% | +81.8% | +161.2% |
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