+146.6%
CSCO vs RBRK
+124.5%
+22.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.6% |
| 7D | +2.7% | -7.5% | +10.2% | +3.5% |
| 30D | -9.5% | -10.4% | +0.9% | -8.8% |
| 3M | -7.6% | +21.3% | -28.9% | -10.2% |
| 6M | +44.9% | +50.6% | -5.8% | +36.9% |
| YTD | +47.7% | +13.3% | +34.4% | +43.4% |
| 1Y | +69.1% | +11.2% | +57.8% | +63.8% |
| All | +146.6% | +124.5% | +22.1% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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