+319.3%
CSCO vs RCL
+374.5%
-55.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | +8.5% | -13.2% | -5.9% |
| 30D | -17.1% | +20.4% | -37.5% | -19.5% |
| 3M | -19.6% | +11.0% | -30.6% | -21.1% |
| 6M | +2.4% | +24.9% | -22.4% | -1.5% |
| YTD | +29.8% | +23.9% | +5.9% | +23.7% |
| 1Y | +38.7% | +30.8% | +7.8% | +30.7% |
| 3Y | +101.3% | +270.4% | -169.1% | +58.4% |
| 5Y | +94.8% | +296.1% | -201.3% | +45.7% |
| All | +319.3% | +374.5% | -55.2% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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