+1,330.9%
CSCO vs RBA
+4,003.4%
-2,672.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -22.4% | +1.3% | -23.7% | -22.9% |
| 6M | +2.8% | -11.1% | +13.9% | +4.7% |
| YTD | +23.6% | -8.5% | +32.1% | +24.9% |
| 1Y | +34.0% | -2.1% | +36.2% | +33.1% |
| 3Y | +89.3% | +44.6% | +44.7% | +68.5% |
| 5Y | +87.9% | +36.8% | +51.0% | +65.7% |
| 10Y | +314.9% | +227.3% | +87.6% | +181.4% |
| All | +1,330.9% | +4,003.4% | -2,672.5% | +444.4% |
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