+145.5%
CSCO vs RGTI
+59.7%
+85.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | -0.5% | +5.5% | -6.0% | -0.7% |
| 30D | -10.1% | -11.9% | +1.8% | -9.8% |
| 3M | -11.7% | -27.4% | +15.6% | -11.1% |
| 6M | +40.1% | -7.1% | +47.2% | +39.8% |
| YTD | +43.8% | -28.6% | +72.4% | +44.1% |
| 1Y | +66.6% | +4.4% | +62.3% | +64.3% |
| 3Y | +108.5% | +698.5% | -590.0% | +86.5% |
| 5Y | +114.0% | +64.2% | +49.8% | +87.8% |
| All | +145.5% | +59.7% | +85.8% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling