+113.4%
CSCO vs RGTI
+56.1%
+57.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -10.8% | -16.2% | +5.4% | -10.3% |
| 3M | -9.2% | -22.0% | +12.8% | -8.7% |
| 6M | +39.5% | -10.8% | +50.3% | +39.4% |
| YTD | +41.5% | -31.6% | +73.1% | +42.0% |
| 1Y | +61.0% | -6.4% | +67.3% | +59.2% |
| 3Y | +105.2% | +665.7% | -560.4% | +83.8% |
| 5Y | +113.4% | +55.6% | +57.8% | +85.2% |
| All | +113.4% | +56.1% | +57.3% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 5y: compounded portfolio wealth divided by compounded RGTI 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…
5y analysis · Full analysis span regression · 6 months rolling