+1,565.0%
CSCO vs RBA
+3,565.6%
-2,000.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -15.7% | -20.5% | +4.8% | -11.5% |
| 6M | +36.3% | -18.5% | +54.8% | +41.9% |
| YTD | +43.8% | -18.2% | +62.1% | +49.7% |
| 1Y | +63.9% | -27.5% | +91.4% | +75.4% |
| 3Y | +104.4% | +38.1% | +66.3% | +84.2% |
| 5Y | +111.4% | +44.8% | +66.6% | +83.6% |
| 10Y | +361.7% | +187.1% | +174.5% | +223.9% |
| All | +1,565.0% | +3,565.6% | -2,000.6% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling