+182.7%
CSCO vs RDW
0.0%
+182.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +5.0% | +0.6% |
| 7D | 0.0% | +3.6% | -3.6% | -0.3% |
| 30D | -10.7% | -18.4% | +7.7% | -9.5% |
| 3M | -8.7% | -32.1% | +23.3% | -6.9% |
| 6M | +44.9% | +10.9% | +34.0% | +41.5% |
| YTD | +44.1% | +40.8% | +3.3% | +37.3% |
| 1Y | +65.9% | +31.1% | +34.7% | +57.3% |
| 3Y | +109.0% | +245.2% | -136.2% | +76.7% |
| 5Y | +114.8% | -16.7% | +131.5% | +85.9% |
| All | +182.7% | 0.0% | +182.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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