+110.7%
CSCO vs RBA
+61.6%
+49.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | -11.3% | +6.8% | -18.2% | -12.6% |
| 3M | -17.3% | +9.5% | -26.8% | -19.0% |
| 6M | +3.5% | -8.2% | +11.7% | +4.3% |
| YTD | +34.9% | -7.7% | +42.6% | +36.5% |
| 1Y | +40.5% | -6.9% | +47.4% | +41.8% |
| All | +110.7% | +61.6% | +49.1% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling