+366.8%
CSCO vs RCL
+344.6%
+22.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | -10.1% | -17.3% | +7.2% | -7.5% |
| 3M | -11.7% | -2.8% | -9.0% | -11.6% |
| 6M | +40.1% | -4.4% | +44.5% | +40.0% |
| YTD | +43.8% | -4.2% | +48.0% | +42.7% |
| 1Y | +66.6% | -23.4% | +90.0% | +70.7% |
| 3Y | +108.5% | +179.4% | -70.9% | +71.3% |
| 5Y | +114.0% | +238.8% | -124.8% | +63.7% |
| 10Y | +366.8% | +350.2% | +16.6% | +248.6% |
| All | +366.8% | +344.6% | +22.2% | +248.6% |
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