+306.4%
CSCO vs RL
+356.1%
-49.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -10.2% | -4.2% | -6.0% | -9.2% |
| 30D | -20.1% | +4.3% | -24.3% | -20.9% |
| 3M | -22.1% | -4.6% | -17.5% | -21.3% |
| 6M | +3.2% | +1.7% | +1.5% | +1.9% |
| YTD | +24.1% | +7.3% | +16.7% | +20.3% |
| 1Y | +34.6% | +20.8% | +13.8% | +26.3% |
| 3Y | +90.0% | +247.0% | -157.0% | +32.6% |
| 5Y | +88.6% | +225.5% | -136.9% | +30.1% |
| All | +306.4% | +356.1% | -49.7% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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