+319.3%
CSCO vs RL
+353.4%
-34.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | +1.3% | -6.0% | -4.9% |
| 30D | -17.1% | +7.6% | -24.7% | -18.6% |
| 3M | -19.6% | -1.5% | -18.1% | -19.4% |
| 6M | +2.4% | +12.1% | -9.7% | -1.2% |
| YTD | +29.8% | +13.9% | +15.9% | +24.0% |
| 1Y | +38.7% | +20.7% | +18.0% | +30.3% |
| 3Y | +101.3% | +260.6% | -159.2% | +39.2% |
| 5Y | +94.8% | +248.9% | -154.0% | +32.0% |
| All | +319.3% | +353.4% | -34.1% | +144.3% |
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